+325.1%
COP vs JD
+18.8%
+306.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.8% |
| 7D | -0.8% | -0.8% | -0.1% | -0.8% |
| 30D | +15.6% | -16.0% | +31.6% | +17.9% |
| 3M | +14.3% | -3.2% | +17.5% | +14.6% |
| 6M | +17.0% | +6.1% | +10.9% | +15.6% |
| YTD | +47.4% | -0.1% | +47.6% | +46.6% |
| 1Y | +52.4% | -12.7% | +65.1% | +53.9% |
| 3Y | +20.8% | -6.3% | +27.1% | +18.0% |
| 5Y | +191.7% | -61.3% | +253.0% | +208.4% |
| 10Y | +325.1% | +17.6% | +307.5% | +228.0% |
| All | +325.1% | +18.8% | +306.3% | +228.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling