+431.9%
ADP vs JD
+48.3%
+383.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.9% | -4.0% | -2.3% |
| 7D | -3.4% | -1.7% | -1.8% | -3.3% |
| 30D | +2.8% | -13.2% | +15.9% | +4.3% |
| 3M | +20.9% | -3.2% | +24.1% | +21.3% |
| 6M | +29.9% | +15.2% | +14.6% | +27.4% |
| YTD | +9.6% | +2.0% | +7.7% | +8.9% |
| 1Y | -5.3% | -5.4% | +0.1% | -5.3% |
| 3Y | +16.5% | -9.1% | +25.6% | +13.8% |
| 5Y | +49.4% | -59.6% | +109.0% | +55.3% |
| 10Y | +282.2% | +26.2% | +256.0% | +207.8% |
| All | +431.9% | +48.3% | +383.6% | +325.4% |
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 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