+588.0%
STX vs JD
+16.8%
+571.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.3% |
| 7D | -28.5% | +13.4% | -41.8% | -29.4% |
| 30D | -42.9% | +7.7% | -50.6% | -43.3% |
| 3M | -45.9% | -11.3% | -34.6% | -45.4% |
| 6M | -41.3% | -5.1% | -36.1% | -41.2% |
| YTD | +67.9% | +5.0% | +62.9% | +65.8% |
| 1Y | +66.5% | -5.6% | +72.2% | +66.4% |
| 3Y | +588.0% | +17.8% | +570.2% | +607.7% |
| All | +588.0% | +16.8% | +571.2% | +607.7% |
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