+461.0%
STM vs JD
+52.8%
+408.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +3.9% |
| 7D | -10.7% | +13.4% | -24.1% | -14.3% |
| 30D | -25.7% | +7.7% | -33.4% | -27.6% |
| 3M | -21.6% | -11.3% | -10.3% | -19.1% |
| 6M | -27.8% | -5.1% | -22.7% | -27.3% |
| YTD | +61.8% | +5.0% | +56.7% | +57.3% |
| 1Y | +78.1% | -5.6% | +83.7% | +79.0% |
| 3Y | +4.9% | +17.8% | -12.9% | -7.0% |
| 5Y | -14.3% | -57.2% | +42.9% | -4.3% |
| 10Y | +414.1% | +34.8% | +379.3% | +274.1% |
| All | +461.0% | +52.8% | +408.3% | +280.4% |
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 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