+241.4%
SO vs JD
+48.3%
+193.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -0.2% | -1.7% | +1.5% | -0.1% |
| 30D | -4.6% | -13.2% | +8.6% | -4.3% |
| 3M | -3.0% | -3.2% | +0.1% | -3.0% |
| 6M | -8.3% | +15.2% | -23.5% | -8.6% |
| YTD | +3.5% | +2.0% | +1.6% | +3.4% |
| 1Y | -0.9% | -5.4% | +4.4% | -1.0% |
| 3Y | +45.4% | -9.1% | +54.5% | +44.5% |
| 5Y | +59.6% | -59.6% | +119.2% | +60.8% |
| 10Y | +156.6% | +26.2% | +130.4% | +145.9% |
| All | +241.4% | +48.3% | +193.1% | +227.5% |
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 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