+481.0%
STX vs JD
-62.7%
+543.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.0% |
| 7D | +16.8% | -4.0% | +20.9% | +17.4% |
| 30D | -27.0% | +2.7% | -29.7% | -27.5% |
| 3M | -37.9% | -13.0% | -24.8% | -36.9% |
| 6M | -32.5% | -12.7% | -19.8% | -31.7% |
| YTD | +98.6% | -0.8% | +99.4% | +96.8% |
| 1Y | +93.6% | -8.9% | +102.5% | +94.3% |
| 3Y | +699.1% | +17.0% | +682.0% | +652.3% |
| 5Y | +481.0% | -63.5% | +544.5% | +518.7% |
| All | +481.0% | -62.7% | +543.7% | +518.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling