+604.2%
COST vs JD
+20.5%
+583.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -2.5% | -2.6% | +0.1% | -2.3% |
| 30D | -4.4% | -15.4% | +10.9% | -3.1% |
| 3M | -8.1% | -5.0% | -3.1% | -7.8% |
| 6M | -9.2% | +0.9% | -10.2% | -9.5% |
| YTD | +5.1% | -2.5% | +7.6% | +5.0% |
| 1Y | -5.1% | -16.0% | +10.9% | -4.1% |
| 3Y | +70.4% | -8.5% | +78.9% | +67.2% |
| 5Y | +104.7% | -61.8% | +166.5% | +113.7% |
| All | +604.2% | +20.5% | +583.7% | +514.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling