+22.3%
BABA vs JD
+9.0%
+13.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.3% | -0.6% | +0.6% |
| 7D | +8.6% | +11.7% | -3.2% | +1.2% |
| 30D | -1.1% | +8.1% | -9.2% | -5.9% |
| 3M | -15.9% | -12.0% | -3.9% | -9.0% |
| 6M | -17.5% | -3.5% | -14.0% | -15.5% |
| YTD | -25.6% | +3.3% | -28.9% | -26.8% |
| 1Y | -33.8% | -7.4% | -26.4% | -30.3% |
| 3Y | +34.6% | +16.6% | +18.0% | +18.5% |
| 5Y | -27.7% | -57.9% | +30.2% | +13.3% |
| 10Y | +17.7% | +32.6% | -14.9% | +0.1% |
| All | +22.3% | +9.0% | +13.4% | +7.7% |
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 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