+319.3%
CSCO vs JD
+33.2%
+286.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -4.7% | +5.2% | -9.9% | -5.4% |
| 30D | -17.1% | +4.5% | -21.6% | -17.7% |
| 3M | -19.6% | -15.4% | -4.2% | -17.9% |
| 6M | +2.4% | -6.0% | +8.5% | +2.9% |
| YTD | +29.8% | +2.2% | +27.6% | +28.7% |
| 1Y | +38.7% | -6.7% | +45.3% | +39.1% |
| 3Y | +101.3% | +20.5% | +80.8% | +89.1% |
| 5Y | +94.8% | -58.4% | +153.3% | +104.2% |
| All | +319.3% | +33.2% | +286.1% | +212.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling