+3,063.4%
DELL vs JD
+30.1%
+3,033.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -2.5% | +7.9% | +5.8% |
| 7D | -11.8% | +7.9% | -19.7% | -13.1% |
| 30D | -40.8% | +4.8% | -45.6% | -41.4% |
| 3M | -23.6% | -13.9% | -9.7% | -22.0% |
| 6M | +33.4% | -5.8% | +39.2% | +33.3% |
| YTD | +178.0% | +2.4% | +175.6% | +173.1% |
| 1Y | +138.6% | -7.5% | +146.1% | +138.7% |
| 3Y | +400.9% | +20.9% | +380.0% | +361.5% |
| 5Y | +580.7% | -58.0% | +638.8% | +621.3% |
| 10Y | +2,655.3% | +28.9% | +2,626.4% | +1,883.7% |
| All | +3,063.4% | +30.1% | +3,033.4% | +2,125.4% |
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 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