+202.8%
TER vs JD
-60.2%
+263.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.9% | +3.6% | +5.0% |
| 7D | +0.6% | -1.7% | +2.3% | +1.1% |
| 30D | -8.3% | -13.2% | +4.9% | -5.4% |
| 3M | -12.2% | -3.2% | -9.0% | -12.1% |
| 6M | +17.1% | +15.2% | +1.8% | +11.8% |
| YTD | +84.7% | +2.0% | +82.7% | +81.9% |
| 1Y | +199.9% | -5.4% | +205.3% | +200.0% |
| 3Y | +232.8% | -9.1% | +241.9% | +222.1% |
| All | +202.8% | -60.2% | +263.1% | +247.0% |
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