-36.3%
BABA vs JD
-9.4%
-26.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.5% | +0.3% |
| 7D | -3.6% | +0.4% | -4.0% | -3.9% |
| 30D | -8.4% | +4.2% | -12.6% | -11.7% |
| 3M | -20.6% | -12.8% | -7.8% | -10.6% |
| 6M | -25.4% | -8.8% | -16.6% | -19.7% |
| YTD | -30.1% | +0.5% | -30.6% | -28.8% |
| 1Y | -36.3% | -8.8% | -27.5% | -30.2% |
| All | -36.3% | -9.4% | -26.9% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling