+28.2%
BABA vs JD
+7.5%
+20.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.1% |
| 7D | -4.8% | -1.7% | -3.1% | -3.7% |
| 30D | -11.9% | -13.2% | +1.3% | -3.8% |
| 3M | -9.3% | -3.2% | -6.1% | -7.3% |
| 6M | -14.2% | +15.2% | -29.5% | -21.7% |
| YTD | -22.0% | +2.0% | -24.0% | -22.7% |
| 1Y | -12.7% | -5.4% | -7.3% | -8.9% |
| 3Y | +26.7% | -9.1% | +35.8% | +29.6% |
| 5Y | -29.3% | -59.6% | +30.3% | +13.6% |
| 10Y | +21.2% | +26.2% | -5.0% | +5.4% |
| All | +28.2% | +7.5% | +20.7% | +13.8% |
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