+15.8%
BABA vs JD
+31.7%
-15.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.2% | -2.0% |
| 7D | +3.8% | +7.9% | -4.1% | -1.3% |
| 30D | -5.4% | +4.8% | -10.1% | -8.3% |
| 3M | -17.9% | -13.9% | -4.0% | -9.4% |
| 6M | -24.1% | -5.8% | -18.3% | -20.9% |
| YTD | -27.4% | +2.4% | -29.9% | -28.4% |
| 1Y | -36.1% | -7.5% | -28.5% | -32.5% |
| 3Y | +35.4% | +20.9% | +14.5% | +14.6% |
| 5Y | -30.1% | -58.0% | +27.9% | +11.6% |
| 10Y | +15.8% | +28.9% | -13.1% | +2.3% |
| All | +15.8% | +31.7% | -15.8% | +2.3% |
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