+4,177.7%
DELL vs JD
+14.7%
+4,163.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | +0.7% |
| 7D | +8.7% | -3.0% | +11.7% | +9.3% |
| 30D | +16.9% | -19.3% | +36.2% | +21.0% |
| 3M | +40.4% | -6.0% | +46.5% | +41.2% |
| 6M | +267.1% | +1.8% | +265.3% | +262.0% |
| YTD | +329.1% | -2.6% | +331.7% | +326.3% |
| 1Y | +346.9% | -17.4% | +364.4% | +356.9% |
| 3Y | +696.6% | -8.6% | +705.2% | +673.6% |
| 5Y | +1,106.2% | -61.6% | +1,167.8% | +1,200.5% |
| 10Y | +4,177.7% | +16.9% | +4,160.9% | +3,085.1% |
| All | +4,177.7% | +14.7% | +4,163.0% | +3,085.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling