-49.5%
SMR vs JD
-54.1%
+4.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | +1.6% | +14.6% | +15.8% |
| 7D | -9.6% | +13.4% | -23.0% | -12.8% |
| 30D | -33.8% | +7.7% | -41.5% | -35.2% |
| 3M | -46.4% | -11.3% | -35.1% | -44.8% |
| 6M | -62.4% | -5.1% | -57.3% | -62.3% |
| YTD | -64.1% | +5.0% | -69.2% | -64.8% |
| 1Y | -84.3% | -5.6% | -78.7% | -84.2% |
| 3Y | +55.8% | +17.8% | +38.1% | +48.3% |
| All | -49.5% | -54.1% | +4.6% | -48.5% |
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