+767.4%
GOOG vs JD
+20.5%
+746.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.5% | -2.6% | +0.1% | -2.0% |
| 30D | -3.6% | -15.4% | +11.7% | -0.3% |
| 3M | -6.4% | -5.0% | -1.4% | -5.5% |
| 6M | +7.8% | +0.9% | +6.9% | +7.3% |
| YTD | +5.5% | -2.5% | +8.0% | +5.6% |
| 1Y | +38.3% | -16.0% | +54.3% | +42.3% |
| 3Y | +143.1% | -8.5% | +151.6% | +134.3% |
| 5Y | +135.0% | -61.8% | +196.8% | +159.4% |
| All | +767.4% | +20.5% | +746.9% | +520.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling