-79.9%
SMR vs JD
-8.1%
-71.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -4.1% |
| 7D | -8.3% | -4.1% | -4.1% | -6.5% |
| 30D | -20.1% | +4.6% | -24.7% | -22.3% |
| 3M | -52.7% | -4.7% | -47.9% | -51.5% |
| 6M | -61.0% | -17.4% | -43.7% | -56.0% |
| YTD | -67.1% | +0.7% | -67.8% | -69.0% |
| 1Y | -79.9% | -5.9% | -74.0% | -79.9% |
| All | -79.9% | -8.1% | -71.8% | -79.9% |
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