-65.3%
TEAM vs JD
-58.0%
-7.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.6% | -17.8% | -16.6% |
| 7D | -19.8% | +13.4% | -33.2% | -22.5% |
| 30D | -21.5% | +7.7% | -29.2% | -23.1% |
| 3M | +39.5% | -11.3% | +50.8% | +43.2% |
| 6M | +73.1% | -5.1% | +78.2% | +73.9% |
| YTD | -5.2% | +5.0% | -10.3% | -7.9% |
| 1Y | -1.6% | -5.6% | +4.1% | -1.6% |
| 3Y | -11.4% | +17.8% | -29.2% | -23.6% |
| All | -65.3% | -58.0% | -7.3% | -59.9% |
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