+2,691.2%
STX vs JD
+48.3%
+2,642.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.5% | +6.0% |
| 7D | +2.4% | -1.7% | +4.0% | +2.7% |
| 30D | +1.4% | -13.2% | +14.5% | +3.8% |
| 3M | -8.2% | -3.2% | -5.0% | -8.2% |
| 6M | +127.0% | +15.2% | +111.8% | +118.9% |
| YTD | +209.1% | +2.0% | +207.2% | +205.1% |
| 1Y | +365.4% | -5.4% | +370.8% | +365.4% |
| 3Y | +1,135.4% | -9.1% | +1,144.5% | +1,096.5% |
| 5Y | +991.5% | -59.6% | +1,051.1% | +1,071.5% |
| 10Y | +3,695.8% | +26.2% | +3,669.6% | +2,683.5% |
| All | +2,691.2% | +48.3% | +2,642.9% | +1,866.3% |
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