+610.9%
SPGI vs JD
+50.3%
+560.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.3% | -5.2% | -2.4% |
| 7D | +2.6% | +11.7% | -9.2% | +0.9% |
| 30D | +19.3% | +8.1% | +11.2% | +17.9% |
| 3M | +15.5% | -12.0% | +27.5% | +17.5% |
| 6M | +18.3% | -3.5% | +21.8% | +18.5% |
| YTD | -3.8% | +3.3% | -7.1% | -4.9% |
| 1Y | +1.3% | -7.4% | +8.8% | +1.8% |
| 3Y | +33.6% | +16.6% | +17.0% | +24.4% |
| 5Y | +13.2% | -57.9% | +71.0% | +18.5% |
| 10Y | +346.3% | +32.6% | +313.7% | +246.4% |
| All | +610.9% | +50.3% | +560.7% | +434.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling