+437.2%
STM vs JD
+50.3%
+387.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +3.3% | -15.7% | -13.4% |
| 7D | -20.1% | +11.7% | -31.8% | -23.0% |
| 30D | -32.0% | +8.1% | -40.0% | -33.8% |
| 3M | -24.2% | -12.0% | -12.2% | -21.6% |
| 6M | -29.9% | -3.5% | -26.4% | -29.8% |
| YTD | +54.9% | +3.3% | +51.5% | +51.3% |
| 1Y | +68.0% | -7.4% | +75.4% | +69.8% |
| 3Y | -0.1% | +16.6% | -16.7% | -11.2% |
| 5Y | -17.9% | -57.9% | +40.0% | -7.9% |
| 10Y | +392.2% | +32.6% | +359.6% | +259.9% |
| All | +437.2% | +50.3% | +387.0% | +266.0% |
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