-85.6%
SMR vs JD
-9.8%
-75.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.0% | -7.5% | -6.2% |
| 7D | -9.5% | +9.0% | -18.5% | -14.2% |
| 30D | -33.2% | +5.2% | -38.4% | -35.2% |
| 3M | -45.9% | -15.9% | -30.0% | -40.3% |
| 6M | -57.9% | -7.7% | -50.2% | -57.9% |
| YTD | -63.8% | +0.1% | -63.9% | -66.1% |
| 1Y | -85.6% | -9.7% | -75.9% | -84.4% |
| All | -85.6% | -9.8% | -75.8% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling