+322.6%
COP vs JD
+21.3%
+301.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.3% |
| 7D | +3.0% | -1.7% | +4.7% | +3.2% |
| 30D | +17.5% | -13.2% | +30.6% | +19.4% |
| 3M | +13.4% | -3.2% | +16.5% | +13.7% |
| 6M | +17.7% | +15.2% | +2.5% | +15.2% |
| YTD | +46.6% | +2.0% | +44.6% | +45.5% |
| 1Y | +44.6% | -5.4% | +50.0% | +44.6% |
| 3Y | +20.7% | -9.1% | +29.8% | +18.4% |
| 5Y | +185.0% | -59.6% | +244.7% | +199.1% |
| All | +322.6% | +21.3% | +301.4% | +225.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling