-22.9%
SPOT vs JD
-5.6%
-17.3%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.9% | -5.0% | -3.4% |
| 7D | -0.9% | -1.7% | +0.7% | -0.7% |
| 30D | +12.5% | -13.2% | +25.6% | +14.6% |
| 3M | +9.9% | -3.2% | +13.1% | +10.2% |
| 6M | +1.6% | +15.2% | -13.7% | -2.5% |
| YTD | -6.6% | +2.0% | -8.6% | -8.2% |
| 1Y | -22.9% | -5.4% | -17.6% | -23.7% |
| All | -22.9% | -5.6% | -17.3% | -23.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling