+2,185.6%
SOXX vs JD
+41.7%
+2,143.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.1% | +1.3% |
| 7D | +6.1% | -3.0% | +9.1% | +6.9% |
| 30D | +0.5% | -19.3% | +19.8% | +6.2% |
| 3M | -5.3% | -6.0% | +0.7% | -4.3% |
| 6M | +58.3% | +1.8% | +56.5% | +56.1% |
| YTD | +76.8% | -2.6% | +79.4% | +76.3% |
| 1Y | +114.6% | -17.4% | +132.0% | +123.4% |
| 3Y | +229.6% | -8.6% | +238.2% | +216.7% |
| 5Y | +257.3% | -61.6% | +318.9% | +304.9% |
| 10Y | +1,583.2% | +16.9% | +1,566.4% | +1,217.2% |
| All | +2,185.6% | +41.7% | +2,143.9% | +1,635.2% |
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