+11.1%
BKNG vs JD
-4.7%
+15.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -2.1% | -4.7% | -6.3% |
| 7D | -7.9% | -0.8% | -7.1% | -7.6% |
| 30D | -15.9% | -16.0% | +0.1% | -14.7% |
| 3M | +11.1% | -3.2% | +14.3% | +12.9% |
| All | +11.1% | -4.7% | +15.8% | +12.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling