+143.5%
DELL vs JD
-7.9%
+151.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.5% |
| 7D | -18.1% | +5.2% | -23.3% | -16.9% |
| 30D | -42.9% | +4.5% | -47.4% | -42.0% |
| 3M | -26.9% | -15.4% | -11.5% | -27.6% |
| 6M | +28.8% | -6.0% | +34.8% | +29.2% |
| YTD | +168.4% | +2.2% | +166.3% | +163.5% |
| All | +143.5% | -7.9% | +151.4% | +154.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling