+158.0%
COP vs JD
+52.8%
+105.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | +0.4% |
| 7D | -11.5% | +13.4% | -24.9% | -12.9% |
| 30D | +5.0% | +7.7% | -2.7% | +3.9% |
| 3M | +17.5% | -11.3% | +28.8% | +19.0% |
| 6M | +16.2% | -5.1% | +21.4% | +16.6% |
| YTD | +48.8% | +5.0% | +43.7% | +46.9% |
| 1Y | +64.1% | -5.6% | +69.7% | +64.1% |
| 3Y | +25.7% | +17.8% | +7.9% | +19.1% |
| 5Y | +114.4% | -57.2% | +171.5% | +122.1% |
| 10Y | +331.7% | +34.8% | +296.9% | +238.9% |
| All | +158.0% | +52.8% | +105.3% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling