+631.8%
TEAM vs JD
+4.6%
+627.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +1.6% | -17.8% | -16.6% |
| 7D | -19.8% | +13.4% | -33.2% | -22.8% |
| 30D | -21.5% | +7.7% | -29.2% | -23.3% |
| 3M | +39.5% | -11.3% | +50.8% | +43.6% |
| 6M | +73.1% | -5.1% | +78.2% | +74.0% |
| YTD | -5.2% | +5.0% | -10.3% | -8.1% |
| 1Y | -1.6% | -5.6% | +4.1% | -1.6% |
| 3Y | -11.4% | +17.8% | -29.2% | -23.7% |
| 5Y | -65.1% | -57.2% | -7.9% | -61.2% |
| 10Y | +471.3% | +34.8% | +436.5% | +298.0% |
| All | +631.8% | +4.6% | +627.2% | +491.7% |
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