+39.4%
CSCO vs JD
-6.7%
+46.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.1% |
| 7D | -2.9% | +7.9% | -10.8% | -3.3% |
| 30D | -16.7% | +4.8% | -21.4% | -16.8% |
| 3M | -18.4% | -13.9% | -4.5% | -17.4% |
| 6M | +2.9% | -5.8% | +8.7% | +3.2% |
| YTD | +30.4% | +2.4% | +28.0% | +30.1% |
| All | +39.4% | -6.7% | +46.0% | +37.1% |
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 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