-81.6%
SMR vs JD
-6.9%
-74.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -2.8% | +5.2% | -8.0% | -5.8% |
| 30D | -27.5% | +4.5% | -32.0% | -29.4% |
| 3M | -43.1% | -15.4% | -27.7% | -37.5% |
| 6M | -58.4% | -6.0% | -52.4% | -59.0% |
| YTD | -63.2% | +2.2% | -65.3% | -65.7% |
| 1Y | -81.6% | -6.7% | -75.0% | -81.3% |
| All | -81.6% | -6.9% | -74.7% | -81.3% |
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 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