+47.4%
TER vs JD
-10.8%
+58.2%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.9% |
| 7D | +24.0% | -4.0% | +28.0% | +23.5% |
| 30D | -30.6% | +2.7% | -33.3% | -30.8% |
| 3M | -34.5% | -13.0% | -21.5% | -33.3% |
| 6M | -26.4% | -12.7% | -13.7% | -23.8% |
| YTD | +36.4% | -0.8% | +37.2% | +37.4% |
| 1Y | +47.4% | -8.9% | +56.3% | +59.9% |
| All | +47.4% | -10.8% | +58.2% | +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 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