+66.6%
CSCO vs JD
-9.5%
+76.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.2% |
| 7D | -0.5% | -0.8% | +0.3% | -0.4% |
| 30D | -10.1% | -16.0% | +5.9% | -8.7% |
| 3M | -11.7% | -3.2% | -8.6% | -10.8% |
| 6M | +40.1% | +6.1% | +34.0% | +38.3% |
| YTD | +43.8% | -0.1% | +43.9% | +43.1% |
| 1Y | +66.6% | -12.7% | +79.3% | +68.4% |
| All | +66.6% | -9.5% | +76.1% | +68.4% |
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 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