+900.3%
COST vs JD
+48.3%
+852.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.2% |
| 7D | -3.1% | -1.7% | -1.5% | -3.0% |
| 30D | -2.8% | -13.2% | +10.4% | -1.7% |
| 3M | -5.7% | -3.2% | -2.5% | -5.5% |
| 6M | -8.8% | +15.2% | -24.0% | -10.0% |
| YTD | +6.7% | +2.0% | +4.7% | +6.2% |
| 1Y | -3.6% | -5.4% | +1.7% | -3.6% |
| 3Y | +75.1% | -9.1% | +84.2% | +72.2% |
| 5Y | +108.9% | -59.6% | +168.5% | +115.5% |
| 10Y | +586.2% | +26.2% | +559.9% | +502.6% |
| All | +900.3% | +48.3% | +852.0% | +775.4% |
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