+34.6%
CSCO vs JD
-7.3%
+41.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.0% |
| 7D | -10.2% | +13.4% | -23.6% | -10.7% |
| 30D | -20.1% | +7.7% | -27.7% | -20.2% |
| 3M | -22.1% | -11.3% | -10.8% | -21.1% |
| 6M | +3.2% | -5.1% | +8.3% | +3.5% |
| YTD | +24.1% | +5.0% | +19.0% | +23.9% |
| 1Y | +34.6% | -5.6% | +40.2% | +31.8% |
| All | +34.6% | -7.3% | +41.8% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling