+1,122.0%
DELL vs JD
-61.6%
+1,183.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.1% | +3.9% | +2.1% |
| 7D | +25.6% | -0.8% | +26.4% | +25.7% |
| 30D | +17.7% | -16.0% | +33.7% | +19.9% |
| 3M | +33.4% | -3.2% | +36.6% | +33.5% |
| 6M | +266.2% | +6.1% | +260.1% | +260.5% |
| YTD | +328.0% | -0.1% | +328.1% | +324.6% |
| 1Y | +339.6% | -12.7% | +352.3% | +343.3% |
| 3Y | +694.6% | -6.3% | +700.9% | +681.2% |
| 5Y | +1,122.0% | -61.3% | +1,183.3% | +1,145.0% |
| All | +1,122.0% | -61.6% | +1,183.6% | +1,145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling