+128.8%
GOOG vs JD
-60.9%
+189.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.7% |
| 7D | -1.6% | -3.0% | +1.4% | -1.1% |
| 30D | -7.7% | -19.3% | +11.7% | -4.7% |
| 3M | -9.3% | -6.0% | -3.3% | -8.5% |
| 6M | +7.4% | +1.8% | +5.7% | +7.0% |
| YTD | +4.9% | -2.6% | +7.4% | +5.0% |
| 1Y | +37.2% | -17.4% | +54.7% | +40.5% |
| 3Y | +141.6% | -8.6% | +150.2% | +136.7% |
| 5Y | +128.8% | -61.6% | +190.4% | +145.4% |
| All | +128.8% | -60.9% | +189.6% | +145.4% |
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