+20.5%
XYZ vs JD
-7.3%
+27.8%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.4% |
| 7D | +12.1% | +13.4% | -1.2% | +9.5% |
| 30D | +12.4% | +7.7% | +4.7% | +10.6% |
| 3M | +8.2% | -11.3% | +19.5% | +9.3% |
| 6M | +20.7% | -5.1% | +25.8% | +19.8% |
| YTD | +31.3% | +5.0% | +26.3% | +29.9% |
| 1Y | +20.5% | -5.6% | +26.2% | +20.1% |
| All | +20.5% | -7.3% | +27.8% | +20.1% |
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 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