+38.5%
CMCSA vs JD
+48.9%
-10.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | +2.7% | +7.9% | -5.2% | +1.7% |
| 30D | +18.6% | +4.8% | +13.9% | +18.0% |
| 3M | -1.8% | -13.9% | +12.1% | -0.2% |
| 6M | -0.7% | -5.8% | +5.1% | -0.2% |
| YTD | -7.8% | +2.4% | -10.2% | -8.5% |
| 1Y | +0.7% | -7.5% | +8.3% | +1.2% |
| 3Y | -28.0% | +20.9% | -48.8% | -32.4% |
| 5Y | -42.1% | -58.0% | +15.9% | -39.9% |
| 10Y | +8.2% | +28.9% | -20.7% | -9.0% |
| All | +38.5% | +48.9% | -10.4% | +16.7% |
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