+36.3%
BABA vs JD
+16.8%
+19.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.4% | +0.1% |
| 7D | +11.6% | +13.4% | -1.7% | +2.4% |
| 30D | +2.3% | +7.7% | -5.4% | -2.8% |
| 3M | -13.7% | -11.3% | -2.4% | -6.5% |
| 6M | -21.9% | -5.1% | -16.8% | -19.1% |
| YTD | -24.6% | +5.0% | -29.7% | -26.9% |
| 1Y | -34.1% | -5.6% | -28.5% | -31.4% |
| 3Y | +36.3% | +17.8% | +18.5% | +27.7% |
| All | +36.3% | +16.8% | +19.5% | +27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling