+30.1%
SPGI vs JD
+21.0%
+9.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.6% | +5.2% | -3.6% | +1.3% |
| 30D | +16.1% | +4.5% | +11.6% | +15.8% |
| 3M | +15.5% | -15.4% | +30.9% | +16.3% |
| 6M | +19.6% | -6.0% | +25.7% | +19.7% |
| YTD | -3.6% | +2.2% | -5.7% | -4.1% |
| 1Y | +2.2% | -6.7% | +8.9% | +2.2% |
| 3Y | +30.1% | +20.5% | +9.6% | +28.5% |
| All | +30.1% | +21.0% | +9.1% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling