+543.0%
XYZ vs JD
+13.9%
+529.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.3% | -7.4% | -5.5% |
| 7D | +9.2% | +11.7% | -2.5% | +4.2% |
| 30D | +9.8% | +8.1% | +1.7% | +6.3% |
| 3M | -0.2% | -12.0% | +11.8% | +4.9% |
| 6M | +18.0% | -3.5% | +21.5% | +18.1% |
| YTD | +29.1% | +3.3% | +25.8% | +25.0% |
| 1Y | +14.1% | -7.4% | +21.5% | +15.7% |
| 3Y | +72.6% | +16.6% | +56.0% | +39.5% |
| 5Y | -64.6% | -57.9% | -6.7% | -56.2% |
| 10Y | +590.0% | +32.6% | +557.4% | +419.4% |
| All | +543.0% | +13.9% | +529.1% | +404.5% |
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