+146.8%
GOOG vs JD
-6.1%
+152.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +1.1% | -0.8% | +1.9% | +1.2% |
| 30D | -5.1% | -16.0% | +11.0% | -2.7% |
| 3M | -7.1% | -3.2% | -3.9% | -6.6% |
| 6M | +12.7% | +6.1% | +6.6% | +11.8% |
| YTD | +7.1% | -0.1% | +7.2% | +7.0% |
| 1Y | +43.6% | -12.7% | +56.3% | +45.7% |
| 3Y | +146.8% | -6.3% | +153.1% | +151.9% |
| All | +146.8% | -6.1% | +152.9% | +151.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling