-24.7%
U vs JD
-55.7%
+31.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +4.7% |
| 7D | +36.6% | +13.4% | +23.2% | +28.8% |
| 30D | +13.3% | +7.7% | +5.6% | +9.6% |
| 3M | +26.2% | -11.3% | +37.4% | +33.4% |
| 6M | +88.7% | -5.1% | +93.9% | +91.8% |
| YTD | +16.6% | +5.0% | +11.5% | +12.5% |
| 1Y | +29.0% | -5.6% | +34.6% | +31.1% |
| 3Y | +99.5% | +17.8% | +81.7% | +63.5% |
| 5Y | -66.1% | -57.2% | -8.9% | -54.5% |
| All | -24.7% | -55.7% | +31.1% | +6.6% |
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