+533.2%
XYZ vs JD
+12.3%
+520.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.5% |
| 7D | -1.0% | -1.7% | +0.7% | -0.3% |
| 30D | -1.7% | -13.2% | +11.4% | +3.9% |
| 3M | +16.7% | -3.2% | +19.9% | +17.5% |
| 6M | +26.9% | +15.2% | +11.6% | +17.2% |
| YTD | +27.1% | +2.0% | +25.2% | +23.8% |
| 1Y | +9.3% | -5.4% | +14.6% | +9.4% |
| 3Y | +42.3% | -9.1% | +51.4% | +29.7% |
| 5Y | -69.3% | -59.6% | -9.7% | -61.5% |
| 10Y | +586.8% | +26.2% | +560.6% | +423.3% |
| All | +533.2% | +12.3% | +520.9% | +399.8% |
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