+306.4%
CSCO vs JD
+31.9%
+274.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -10.2% | +13.4% | -23.6% | -11.7% |
| 30D | -20.1% | +7.7% | -27.7% | -20.9% |
| 3M | -22.1% | -11.3% | -10.8% | -20.9% |
| 6M | +3.2% | -5.1% | +8.3% | +3.6% |
| YTD | +24.1% | +5.0% | +19.0% | +22.6% |
| 1Y | +34.6% | -5.6% | +40.2% | +34.8% |
| 3Y | +90.0% | +17.8% | +72.2% | +79.2% |
| 5Y | +88.6% | -57.2% | +145.7% | +96.9% |
| All | +306.4% | +31.9% | +274.5% | +204.1% |
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