+111.7%
SPOT vs JD
-61.6%
+173.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.5% | -2.1% |
| 7D | -2.9% | -0.8% | -2.1% | -2.7% |
| 30D | +8.3% | -16.0% | +24.3% | +12.2% |
| 3M | +5.1% | -3.2% | +8.3% | +5.6% |
| 6M | -6.5% | +6.1% | -12.5% | -8.3% |
| YTD | -9.0% | -0.1% | -8.9% | -9.6% |
| 1Y | -26.4% | -12.7% | -13.7% | -25.0% |
| 3Y | +240.0% | -6.3% | +246.3% | +222.7% |
| 5Y | +111.7% | -61.3% | +173.1% | +155.9% |
| All | +111.7% | -61.6% | +173.3% | +155.9% |
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 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