+456.3%
CSCO vs JD
+52.8%
+403.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.6% | -3.6% | -2.2% |
| 7D | -10.2% | +13.4% | -23.6% | -11.7% |
| 30D | -20.1% | +7.7% | -27.7% | -20.9% |
| 3M | -22.4% | -11.3% | -11.1% | -21.2% |
| 6M | +2.8% | -5.1% | +7.9% | +3.2% |
| YTD | +23.6% | +5.0% | +18.6% | +22.1% |
| 1Y | +34.0% | -5.6% | +39.7% | +34.3% |
| 3Y | +89.3% | +17.8% | +71.5% | +78.5% |
| 5Y | +87.9% | -57.2% | +145.0% | +95.0% |
| 10Y | +314.9% | +34.8% | +280.1% | +221.6% |
| All | +456.3% | +52.8% | +403.6% | +323.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling