+3.7%
U vs JD
-5.6%
+9.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.7% |
| 7D | -3.8% | -1.7% | -2.1% | -3.2% |
| 30D | +17.5% | -13.2% | +30.6% | +23.8% |
| 3M | +38.7% | -3.2% | +41.9% | +39.2% |
| 6M | +104.4% | +15.2% | +89.2% | +80.2% |
| YTD | -5.7% | +2.0% | -7.7% | -7.5% |
| 1Y | +3.7% | -5.4% | +9.1% | +7.0% |
| All | +3.7% | -5.6% | +9.3% | +7.0% |
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 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