+2,572.3%
DELL vs JD
+33.2%
+2,539.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -18.1% | +5.2% | -23.3% | -18.9% |
| 30D | -42.9% | +4.5% | -47.4% | -43.4% |
| 3M | -26.9% | -15.4% | -11.5% | -25.1% |
| 6M | +28.8% | -6.0% | +34.8% | +28.7% |
| YTD | +168.4% | +2.2% | +166.3% | +163.8% |
| 1Y | +136.8% | -6.7% | +143.5% | +136.5% |
| 3Y | +375.3% | +20.5% | +354.8% | +338.3% |
| 5Y | +551.0% | -58.4% | +609.4% | +591.4% |
| All | +2,572.3% | +33.2% | +2,539.0% | +1,841.4% |
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