-20.2%
DOCN vs JD
-61.7%
+41.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +3.0% | -10.2% | -8.2% |
| 7D | -20.0% | +9.0% | -29.0% | -22.5% |
| 30D | -38.8% | +5.2% | -44.0% | -39.9% |
| 3M | -34.8% | -15.9% | -18.9% | -31.0% |
| 6M | -22.8% | -7.7% | -15.1% | -21.7% |
| YTD | +74.6% | +0.1% | +74.5% | +70.6% |
| 1Y | +116.4% | -9.7% | +126.2% | +119.8% |
| 3Y | +239.3% | +12.9% | +226.4% | +189.0% |
| 5Y | -20.2% | -60.6% | +40.4% | +9.5% |
| All | -20.2% | -61.7% | +41.5% | +9.5% |
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 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