+257.8%
SO vs JD
+52.8%
+205.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.1% |
| 7D | -1.5% | +13.4% | -14.8% | -1.7% |
| 30D | +8.1% | +7.7% | +0.4% | +7.9% |
| 3M | +0.2% | -11.3% | +11.5% | +0.4% |
| 6M | +0.4% | -5.1% | +5.5% | +0.4% |
| YTD | +8.5% | +5.0% | +3.5% | +8.3% |
| 1Y | +4.9% | -5.6% | +10.6% | +5.0% |
| 3Y | +47.9% | +17.8% | +30.1% | +46.1% |
| 5Y | +75.7% | -57.2% | +132.9% | +76.7% |
| 10Y | +178.0% | +34.8% | +143.2% | +166.2% |
| All | +257.8% | +52.8% | +205.0% | +243.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling