+3.6%
GOOG vs JD
-9.8%
+13.4%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.0% | +0.2% | +2.4% |
| 7D | -10.7% | +9.0% | -19.7% | -12.9% |
| 30D | -16.4% | +5.2% | -21.6% | -17.6% |
| 3M | -23.4% | -15.9% | -7.5% | -19.6% |
| 6M | -24.2% | -7.7% | -16.5% | -22.3% |
| YTD | -8.3% | +0.1% | -8.3% | -7.3% |
| 1Y | +3.6% | -9.7% | +13.3% | +9.6% |
| All | +3.6% | -9.8% | +13.4% | +9.6% |
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