+124.5%
COST vs JD
-63.0%
+187.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +5.0% | -4.1% | +9.1% | +5.2% |
| 30D | +12.8% | +4.6% | +8.2% | +12.6% |
| 3M | +15.2% | -4.7% | +19.9% | +15.4% |
| 6M | +7.4% | -17.4% | +24.8% | +8.2% |
| YTD | +29.0% | +0.7% | +28.3% | +28.8% |
| 1Y | +20.3% | -5.9% | +26.2% | +20.4% |
| 3Y | +99.0% | +18.9% | +80.1% | +94.7% |
| All | +124.5% | -63.0% | +187.5% | +130.2% |
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