+547.3%
CSCO vs JD
+48.3%
+499.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.3% | +0.3% |
| 7D | -0.7% | -1.7% | +1.0% | -0.4% |
| 30D | -10.1% | -13.2% | +3.0% | -8.4% |
| 3M | -15.7% | -3.2% | -12.5% | -15.4% |
| 6M | +36.3% | +15.2% | +21.0% | +33.2% |
| YTD | +43.8% | +2.0% | +41.9% | +42.8% |
| 1Y | +63.9% | -5.4% | +69.3% | +64.1% |
| 3Y | +104.4% | -9.1% | +113.5% | +99.8% |
| 5Y | +111.4% | -59.6% | +171.0% | +121.1% |
| 10Y | +361.7% | +26.2% | +335.4% | +261.2% |
| All | +547.3% | +48.3% | +499.0% | +395.5% |
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