+11.1%
SMR vs JD
-56.4%
+67.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.1% | +17.3% | +15.8% |
| 7D | +21.4% | -0.8% | +22.2% | +21.5% |
| 30D | +13.8% | -16.0% | +29.9% | +19.0% |
| 3M | +3.9% | -3.2% | +7.1% | +4.1% |
| 6M | -4.2% | +6.1% | -10.3% | -6.1% |
| YTD | -21.1% | -0.1% | -21.0% | -21.3% |
| 1Y | -67.1% | -12.7% | -54.3% | -65.9% |
| 3Y | +88.9% | -6.3% | +95.2% | +87.1% |
| All | +11.1% | -56.4% | +67.5% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling