-65.4%
TEAM vs JD
-63.0%
-2.4%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.5% | -3.0% | -1.9% |
| 7D | -2.4% | -4.1% | +1.7% | -1.4% |
| 30D | -26.7% | +4.6% | -31.3% | -27.7% |
| 3M | -9.6% | -4.7% | -4.9% | -8.7% |
| 6M | +86.0% | -17.4% | +103.4% | +94.1% |
| YTD | -7.5% | +0.7% | -8.2% | -9.2% |
| 1Y | -1.4% | -5.9% | +4.5% | -1.4% |
| 3Y | -14.3% | +18.9% | -33.2% | -26.7% |
| All | -65.4% | -63.0% | -2.4% | -57.8% |
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