+16.0%
SPGI vs JD
-61.0%
+77.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | +15.3% | +4.2% | +11.0% | +14.8% |
| 3M | +16.5% | -12.8% | +29.3% | +17.8% |
| 6M | +19.8% | -8.8% | +28.6% | +20.5% |
| YTD | -3.2% | +0.5% | -3.7% | -3.7% |
| 1Y | +1.8% | -8.8% | +10.5% | +2.2% |
| 3Y | +30.6% | +18.6% | +12.0% | +24.4% |
| 5Y | +16.0% | -62.2% | +78.3% | +22.8% |
| All | +16.0% | -61.0% | +77.1% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling