+72.6%
SPY vs JD
-63.0%
+135.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | +2.6% | -4.1% | +6.7% | +3.0% |
| 30D | -2.0% | +4.6% | -6.6% | -2.5% |
| 3M | -2.8% | -4.7% | +2.0% | -2.4% |
| 6M | +2.1% | -17.4% | +19.5% | +4.0% |
| YTD | +11.5% | +0.7% | +10.8% | +10.9% |
| 1Y | +13.5% | -5.9% | +19.3% | +13.7% |
| 3Y | +77.7% | +18.9% | +58.8% | +69.7% |
| All | +72.6% | -63.0% | +135.6% | +82.4% |
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