+25.7%
COP vs JD
+16.8%
+8.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.5% |
| 7D | -11.5% | +13.4% | -24.9% | -12.3% |
| 30D | +5.0% | +7.7% | -2.7% | +4.4% |
| 3M | +17.5% | -11.3% | +28.8% | +18.6% |
| 6M | +16.2% | -5.1% | +21.4% | +16.6% |
| YTD | +48.8% | +5.0% | +43.7% | +47.5% |
| 1Y | +64.1% | -5.6% | +69.7% | +64.4% |
| 3Y | +25.7% | +17.8% | +7.9% | +22.6% |
| All | +25.7% | +16.8% | +8.9% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling