+343.3%
SPGI vs JD
+31.5%
+311.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.4% | +0.9% |
| 7D | +1.2% | -4.1% | +5.4% | +1.8% |
| 30D | +15.9% | +4.6% | +11.3% | +15.1% |
| 3M | +12.3% | -4.7% | +17.0% | +13.0% |
| 6M | +23.7% | -17.4% | +41.0% | +26.7% |
| YTD | -3.5% | +0.7% | -4.3% | -4.3% |
| 1Y | +0.4% | -5.9% | +6.3% | +0.6% |
| 3Y | +29.9% | +18.9% | +11.0% | +20.6% |
| 5Y | +15.2% | -62.9% | +78.1% | +24.3% |
| All | +343.3% | +31.5% | +311.9% | +252.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling