+31.7%
SPGI vs JD
+16.8%
+14.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | +0.3% | +13.4% | -13.1% | -0.4% |
| 30D | +18.4% | +7.7% | +10.7% | +17.9% |
| 3M | +15.7% | -11.3% | +27.0% | +16.3% |
| 6M | +17.3% | -5.1% | +22.4% | +17.2% |
| YTD | -4.7% | +5.0% | -9.8% | -5.3% |
| 1Y | +1.8% | -5.6% | +7.4% | +1.7% |
| 3Y | +31.7% | +17.8% | +13.9% | +29.9% |
| All | +31.7% | +16.8% | +14.9% | +29.9% |
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 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