+33.6%
TER vs JD
-6.9%
+40.5%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.3% |
| 7D | -8.9% | +5.2% | -14.1% | -8.9% |
| 30D | -39.1% | +4.5% | -43.6% | -39.0% |
| 3M | -32.8% | -15.4% | -17.3% | -30.8% |
| 6M | -31.7% | -6.0% | -25.7% | -30.6% |
| YTD | +26.9% | +2.2% | +24.8% | +28.2% |
| 1Y | +33.6% | -6.7% | +40.2% | +44.1% |
| All | +33.6% | -6.9% | +40.5% | +44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling