+89.3%
CSCO vs JD
+16.8%
+72.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.1% |
| 7D | -10.2% | +13.4% | -23.6% | -11.2% |
| 30D | -20.1% | +7.7% | -27.7% | -20.6% |
| 3M | -22.4% | -11.3% | -11.1% | -21.5% |
| 6M | +2.8% | -5.1% | +7.9% | +3.1% |
| YTD | +23.6% | +5.0% | +18.6% | +22.6% |
| 1Y | +34.0% | -5.6% | +39.7% | +34.2% |
| 3Y | +89.3% | +17.8% | +71.5% | +84.6% |
| All | +89.3% | +16.8% | +72.5% | +84.6% |
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