-63.1%
W vs JD
-60.2%
-2.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.9% | +0.7% | +1.7% |
| 7D | -4.2% | -1.7% | -2.5% | -3.4% |
| 30D | -7.6% | -13.2% | +5.6% | -1.7% |
| 3M | +37.2% | -3.2% | +40.3% | +38.2% |
| 6M | +26.3% | +15.2% | +11.1% | +16.3% |
| YTD | -1.0% | +2.0% | -3.0% | -3.4% |
| 1Y | +20.1% | -5.4% | +25.5% | +20.8% |
| 3Y | +37.8% | -9.1% | +46.9% | +30.7% |
| All | -63.1% | -60.2% | -2.9% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling