+422.5%
STM vs JD
+31.7%
+390.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.5% | +9.3% | +7.6% |
| 7D | -5.6% | +7.9% | -13.5% | -8.2% |
| 30D | -14.4% | +4.8% | -19.2% | -16.1% |
| 3M | -20.5% | -13.9% | -6.5% | -17.0% |
| 6M | -24.5% | -5.8% | -18.7% | -23.8% |
| YTD | +72.7% | +2.4% | +70.3% | +68.8% |
| 1Y | +91.0% | -7.5% | +98.6% | +93.2% |
| 3Y | +13.5% | +20.9% | -7.4% | -1.9% |
| 5Y | -9.2% | -58.0% | +48.8% | +3.3% |
| 10Y | +422.5% | +28.9% | +393.6% | +246.4% |
| All | +422.5% | +31.7% | +390.9% | +246.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling