+57.8%
T vs JD
-63.0%
+120.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.5% | -4.1% | +6.7% | +2.7% |
| 30D | -3.8% | +4.6% | -8.4% | -3.9% |
| 3M | -8.7% | -4.7% | -4.0% | -8.6% |
| 6M | -8.1% | -17.4% | +9.2% | -7.6% |
| YTD | -6.4% | +0.7% | -7.2% | -6.6% |
| 1Y | -9.8% | -5.9% | -3.9% | -9.7% |
| 3Y | +65.5% | +18.9% | +46.6% | +61.4% |
| All | +57.8% | -63.0% | +120.9% | +56.1% |
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