+6.0%
SO vs JD
-8.1%
+14.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.3% |
| 7D | +1.4% | -4.1% | +5.5% | +1.2% |
| 30D | +4.7% | +4.6% | +0.1% | +4.8% |
| 3M | +1.7% | -4.7% | +6.4% | +1.5% |
| 6M | +2.2% | -17.4% | +19.5% | +1.8% |
| YTD | +10.0% | +0.7% | +9.3% | +9.4% |
| 1Y | +6.0% | -5.9% | +11.9% | +7.1% |
| All | +6.0% | -8.1% | +14.1% | +7.1% |
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 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