+92.6%
T vs JD
+52.8%
+39.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.0% |
| 7D | +1.0% | +13.4% | -12.3% | +0.3% |
| 30D | -10.6% | +7.7% | -18.3% | -11.0% |
| 3M | -7.7% | -11.3% | +3.5% | -7.1% |
| 6M | -13.3% | -5.1% | -8.2% | -13.1% |
| YTD | -8.8% | +5.0% | -13.8% | -9.3% |
| 1Y | -8.4% | -5.6% | -2.8% | -8.3% |
| 3Y | +59.6% | +17.8% | +41.9% | +54.5% |
| 5Y | +52.1% | -57.2% | +109.3% | +54.8% |
| 10Y | +56.9% | +34.8% | +22.1% | +39.2% |
| All | +92.6% | +52.8% | +39.9% | +71.2% |
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