+7.5%
SMR vs JD
-57.4%
+64.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.9% | -2.6% |
| 7D | +13.1% | -3.0% | +16.1% | +13.9% |
| 30D | +17.8% | -19.3% | +37.1% | +24.5% |
| 3M | +8.1% | -6.0% | +14.1% | +9.2% |
| 6M | -11.1% | +1.8% | -12.9% | -11.9% |
| YTD | -23.7% | -2.6% | -21.1% | -23.4% |
| 1Y | -69.4% | -17.4% | -52.0% | -67.9% |
| 3Y | +82.6% | -8.6% | +91.2% | +82.2% |
| All | +7.5% | -57.4% | +64.9% | +12.0% |
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