+127.4%
ADBE vs JD
+26.7%
+100.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -3.8% | +5.2% | -9.0% | -4.9% |
| 30D | -2.3% | +4.5% | -6.8% | -3.3% |
| 3M | -13.3% | -15.4% | +2.1% | -10.3% |
| 6M | -6.5% | -6.0% | -0.4% | -5.7% |
| YTD | -32.4% | +2.2% | -34.5% | -33.4% |
| 1Y | -28.0% | -6.7% | -21.4% | -27.7% |
| 3Y | -60.4% | +20.5% | -80.9% | -65.1% |
| 5Y | -63.4% | -58.4% | -5.0% | -60.0% |
| 10Y | +127.4% | +32.5% | +94.9% | +61.4% |
| All | +127.4% | +26.7% | +100.7% | +61.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling