+54.2%
SO vs JD
+19.6%
+34.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.1% | +5.2% | -5.3% | -0.1% |
| 30D | +8.7% | +4.5% | +4.2% | +8.7% |
| 3M | +3.4% | -15.4% | +18.8% | +3.4% |
| 6M | +3.7% | -6.0% | +9.7% | +3.7% |
| YTD | +10.0% | +2.2% | +7.9% | +10.0% |
| 1Y | +6.6% | -6.7% | +13.2% | +6.6% |
| All | +54.2% | +19.6% | +34.7% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling