-53.7%
SMR vs JD
-56.0%
+2.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.7% |
| 7D | -8.3% | -4.1% | -4.1% | -7.3% |
| 30D | -20.1% | +4.6% | -24.7% | -21.2% |
| 3M | -52.7% | -4.7% | -47.9% | -52.2% |
| 6M | -61.0% | -17.4% | -43.7% | -59.3% |
| YTD | -67.1% | +0.7% | -67.8% | -67.4% |
| 1Y | -79.9% | -5.9% | -74.0% | -79.7% |
| 3Y | +101.7% | +18.9% | +82.9% | +92.2% |
| All | -53.7% | -56.0% | +2.3% | -52.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling