+2.9%
SPGI vs JD
-9.8%
+12.7%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.3% | +3.2% |
| 7D | +7.2% | +9.0% | -1.8% | +6.7% |
| 30D | +23.2% | +5.2% | +18.0% | +22.8% |
| 3M | +17.0% | -15.9% | +32.9% | +17.3% |
| 6M | +20.4% | -7.7% | +28.1% | +18.6% |
| YTD | -1.9% | +0.1% | -2.0% | -2.5% |
| 1Y | +2.9% | -9.7% | +12.6% | +3.9% |
| All | +2.9% | -9.8% | +12.7% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling