+110.7%
CSCO vs JD
+16.1%
+94.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | +6.6% | -4.0% | +10.6% | +6.9% |
| 30D | -11.3% | +2.7% | -14.0% | -11.6% |
| 3M | -17.3% | -13.0% | -4.3% | -16.3% |
| 6M | +3.5% | -12.7% | +16.2% | +4.6% |
| YTD | +34.9% | -0.8% | +35.7% | +34.4% |
| 1Y | +40.5% | -8.9% | +49.4% | +41.0% |
| All | +110.7% | +16.1% | +94.6% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling