+89.2%
TER vs JD
-61.0%
+150.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -1.6% | +9.9% | +8.7% |
| 7D | +5.9% | +0.4% | +5.5% | +5.5% |
| 30D | -30.8% | +4.2% | -35.0% | -31.7% |
| 3M | -29.9% | -12.8% | -17.2% | -28.2% |
| 6M | -27.5% | -8.8% | -18.7% | -26.8% |
| YTD | +37.5% | +0.5% | +37.0% | +35.2% |
| 1Y | +50.3% | -8.8% | +59.0% | +51.3% |
| 3Y | +204.9% | +18.6% | +186.3% | +175.0% |
| 5Y | +89.2% | -62.2% | +151.4% | +114.4% |
| All | +89.2% | -61.0% | +150.2% | +114.4% |
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