+444.1%
STM vs JD
+26.7%
+417.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -7.9% | +5.2% | -13.1% | -9.7% |
| 30D | -14.1% | +4.5% | -18.6% | -15.7% |
| 3M | -17.6% | -15.4% | -2.2% | -13.5% |
| 6M | -24.2% | -6.0% | -18.2% | -23.5% |
| YTD | +73.3% | +2.2% | +71.2% | +69.5% |
| 1Y | +90.1% | -6.7% | +96.8% | +91.6% |
| 3Y | +10.3% | +20.5% | -10.2% | -4.5% |
| 5Y | -5.7% | -58.4% | +52.7% | +7.7% |
| 10Y | +444.1% | +32.5% | +411.6% | +268.2% |
| All | +444.1% | +26.7% | +417.4% | +268.2% |
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