-60.5%
SPCH vs JD
-1.3%
-59.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -2.5% | +14.5% | +11.4% |
| 7D | +6.2% | +7.9% | -1.7% | +6.9% |
| 30D | -28.1% | +4.8% | -32.9% | -27.6% |
| 3M | -0.5% | -13.9% | +13.4% | +10.3% |
| All | -60.5% | -1.3% | -59.2% | -57.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling