+465.1%
STM vs JD
+31.5%
+433.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | +12.0% | -4.1% | +16.1% | +13.5% |
| 30D | -0.4% | +4.6% | -5.0% | -2.2% |
| 3M | -13.2% | -4.7% | -8.4% | -12.3% |
| 6M | -26.1% | -17.4% | -8.7% | -22.1% |
| YTD | +81.2% | +0.7% | +80.5% | +78.0% |
| 1Y | +98.3% | -5.9% | +104.2% | +99.3% |
| 3Y | +16.7% | +18.9% | -2.1% | +1.5% |
| 5Y | -4.8% | -62.9% | +58.1% | +14.2% |
| All | +465.1% | +31.5% | +433.6% | +282.1% |
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