+1,094.8%
COST vs JD
+44.3%
+1,050.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.5% |
| 7D | +2.5% | -4.0% | +6.5% | +2.8% |
| 30D | +14.6% | +2.7% | +11.9% | +14.3% |
| 3M | +15.2% | -13.0% | +28.2% | +16.4% |
| 6M | +7.2% | -12.7% | +19.9% | +8.2% |
| YTD | +27.4% | -0.8% | +28.2% | +27.1% |
| 1Y | +20.2% | -8.9% | +29.1% | +20.7% |
| 3Y | +96.9% | +17.0% | +79.8% | +89.1% |
| 5Y | +122.8% | -63.5% | +186.3% | +132.7% |
| 10Y | +764.3% | +30.5% | +733.7% | +657.6% |
| All | +1,094.8% | +44.3% | +1,050.5% | +947.5% |
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