+132.2%
COP vs JD
-63.0%
+195.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.5% | +0.1% | +1.5% |
| 7D | +4.4% | -4.1% | +8.5% | +4.7% |
| 30D | 0.0% | +4.6% | -4.7% | -0.3% |
| 3M | +15.0% | -4.7% | +19.8% | +15.3% |
| 6M | +22.0% | -17.4% | +39.4% | +23.3% |
| YTD | +55.3% | +0.7% | +54.6% | +54.7% |
| 1Y | +64.1% | -5.9% | +70.0% | +64.2% |
| 3Y | +34.1% | +18.9% | +15.2% | +31.5% |
| All | +132.2% | -63.0% | +195.2% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling