+142.0%
W vs JD
+16.8%
+125.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.1% | -2.0% |
| 7D | -3.6% | +13.4% | -17.0% | -8.1% |
| 30D | +7.0% | +7.7% | -0.7% | +4.0% |
| 3M | +7.4% | -11.3% | +18.6% | +11.8% |
| 6M | +69.3% | -5.1% | +74.5% | +70.7% |
| YTD | +11.3% | +5.0% | +6.2% | +7.7% |
| 1Y | +13.2% | -5.6% | +18.9% | +14.1% |
| 3Y | +142.0% | +17.8% | +124.3% | +124.1% |
| All | +142.0% | +16.8% | +125.2% | +124.1% |
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