+113.3%
CSCO vs JD
-60.2%
+173.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.4% |
| 7D | -0.7% | -1.7% | +1.0% | -0.5% |
| 30D | -10.1% | -13.2% | +3.0% | -9.2% |
| 3M | -15.7% | -3.2% | -12.5% | -15.5% |
| 6M | +36.3% | +15.2% | +21.0% | +34.6% |
| YTD | +43.8% | +2.0% | +41.9% | +43.3% |
| 1Y | +63.9% | -5.4% | +69.3% | +64.0% |
| 3Y | +104.4% | -9.1% | +113.5% | +102.5% |
| All | +113.3% | -60.2% | +173.5% | +111.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling