+52.4%
COP vs JD
-9.5%
+61.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.6% | +0.6% |
| 7D | -0.8% | -0.8% | -0.1% | -0.8% |
| 30D | +15.6% | -16.0% | +31.6% | +15.9% |
| 3M | +14.3% | -3.2% | +17.5% | +14.4% |
| 6M | +17.0% | +6.1% | +10.9% | +15.6% |
| YTD | +47.4% | -0.1% | +47.6% | +46.9% |
| 1Y | +52.4% | -12.7% | +65.1% | +56.6% |
| All | +52.4% | -9.5% | +61.9% | +56.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling