-27.7%
BABA vs JD
-59.1%
+31.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.6% | +0.2% |
| 7D | +8.6% | +11.7% | -3.2% | 0.0% |
| 30D | -1.1% | +8.1% | -9.2% | -6.7% |
| 3M | -15.9% | -12.0% | -3.9% | -7.8% |
| 6M | -17.5% | -3.5% | -14.0% | -15.3% |
| YTD | -25.6% | +3.3% | -28.9% | -27.3% |
| 1Y | -33.8% | -7.4% | -26.4% | -29.9% |
| 3Y | +34.6% | +16.6% | +18.0% | +12.4% |
| 5Y | -27.7% | -57.9% | +30.2% | +8.6% |
| All | -27.7% | -59.1% | +31.4% | +8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling