+1,180.4%
TER vs JD
+50.3%
+1,130.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +3.3% | -18.5% | -16.1% |
| 7D | -28.2% | +11.7% | -39.9% | -30.6% |
| 30D | -50.6% | +8.1% | -58.6% | -51.8% |
| 3M | -45.3% | -12.0% | -33.4% | -43.9% |
| 6M | -40.4% | -3.5% | -36.9% | -40.6% |
| YTD | +10.0% | +3.3% | +6.7% | +7.1% |
| 1Y | +13.6% | -7.4% | +21.1% | +14.1% |
| 3Y | +145.2% | +16.6% | +128.6% | +117.7% |
| 5Y | +50.4% | -57.9% | +108.2% | +66.5% |
| 10Y | +882.9% | +32.6% | +850.3% | +653.3% |
| All | +1,180.4% | +50.3% | +1,130.1% | +861.4% |
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 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