+567.5%
SPGI vs JD
+48.3%
+519.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.4% | -1.8% |
| 7D | +0.1% | -1.7% | +1.8% | +0.4% |
| 30D | +8.4% | -13.2% | +21.6% | +10.5% |
| 3M | +11.8% | -3.2% | +15.0% | +12.2% |
| 6M | +5.7% | +15.2% | -9.5% | +2.9% |
| YTD | -9.7% | +2.0% | -11.7% | -10.5% |
| 1Y | -12.5% | -5.4% | -7.1% | -12.6% |
| 3Y | +21.8% | -9.1% | +30.9% | +18.1% |
| 5Y | +8.2% | -59.6% | +67.8% | +13.7% |
| 10Y | +309.5% | +26.2% | +283.3% | +220.3% |
| All | +567.5% | +48.3% | +519.2% | +402.7% |
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