+399.2%
SPY vs JD
+48.3%
+350.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | +0.1% | -1.7% | +1.8% | +0.3% |
| 30D | +0.1% | -13.2% | +13.2% | +2.0% |
| 3M | +2.0% | -3.2% | +5.2% | +2.3% |
| 6M | +13.0% | +15.2% | -2.2% | +10.2% |
| YTD | +13.5% | +2.0% | +11.6% | +12.7% |
| 1Y | +20.0% | -5.4% | +25.3% | +20.1% |
| 3Y | +77.2% | -9.1% | +86.3% | +72.9% |
| 5Y | +81.9% | -59.6% | +141.5% | +91.6% |
| 10Y | +314.1% | +26.2% | +287.8% | +239.9% |
| All | +399.2% | +48.3% | +350.9% | +303.0% |
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