+708.1%
STX vs JD
+17.6%
+690.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.6% | +11.6% | +10.1% |
| 7D | -1.0% | +0.4% | -1.4% | -1.1% |
| 30D | -26.8% | +4.2% | -31.0% | -27.2% |
| 3M | -32.7% | -12.8% | -20.0% | -32.0% |
| 6M | -33.7% | -8.8% | -25.0% | -33.5% |
| YTD | +101.0% | +0.5% | +100.5% | +99.0% |
| 1Y | +92.7% | -8.8% | +101.5% | +92.9% |
| All | +708.1% | +17.6% | +690.5% | +732.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling