-31.1%
DOCN vs JD
-59.1%
+28.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | +3.3% | -19.1% | -17.0% |
| 7D | -29.3% | +11.7% | -41.0% | -32.2% |
| 30D | -46.0% | +8.1% | -54.1% | -47.7% |
| 3M | -43.2% | -12.0% | -31.2% | -41.0% |
| 6M | -53.7% | -3.5% | -50.2% | -53.8% |
| YTD | +46.9% | +3.3% | +43.6% | +41.6% |
| 1Y | +54.3% | -7.4% | +61.8% | +55.0% |
| 3Y | +185.5% | +16.6% | +168.9% | +139.9% |
| 5Y | -31.1% | -57.9% | +26.8% | -9.2% |
| All | -31.1% | -59.1% | +28.0% | -9.2% |
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