+87.5%
U vs JD
+17.9%
+69.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.5% | +3.7% | +4.7% |
| 7D | +2.6% | -4.1% | +6.7% | +4.1% |
| 30D | +27.6% | +4.6% | +23.0% | +25.8% |
| 3M | +15.3% | -4.7% | +20.1% | +17.4% |
| 6M | +96.4% | -17.4% | +113.7% | +108.8% |
| YTD | +19.6% | +0.7% | +18.8% | +18.5% |
| 1Y | +42.1% | -5.9% | +48.0% | +44.0% |
| 3Y | +87.5% | +18.9% | +68.7% | +81.4% |
| All | +87.5% | +17.9% | +69.7% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling