+392.6%
STM vs JD
+31.9%
+360.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +3.9% |
| 7D | -10.7% | +13.4% | -24.1% | -14.6% |
| 30D | -25.7% | +7.7% | -33.4% | -27.8% |
| 3M | -21.6% | -11.3% | -10.3% | -18.9% |
| 6M | -27.8% | -5.1% | -22.7% | -27.3% |
| YTD | +61.8% | +5.0% | +56.7% | +56.9% |
| 1Y | +78.1% | -5.6% | +83.7% | +79.0% |
| 3Y | +4.9% | +17.8% | -12.9% | -8.4% |
| 5Y | -14.3% | -57.2% | +42.9% | -3.0% |
| All | +392.6% | +31.9% | +360.6% | +224.5% |
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