+979.5%
GOOG vs JD
+46.1%
+933.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | +1.2% | +0.4% | +0.7% | +1.0% |
| 30D | -16.7% | +4.2% | -20.9% | -17.5% |
| 3M | -15.2% | -12.8% | -2.5% | -13.0% |
| 6M | -24.8% | -8.8% | -16.0% | -23.6% |
| YTD | -7.2% | +0.5% | -7.7% | -7.8% |
| 1Y | -0.1% | -8.8% | +8.6% | +1.2% |
| 3Y | +118.8% | +18.6% | +100.3% | +99.8% |
| 5Y | +99.9% | -62.2% | +162.2% | +120.5% |
| 10Y | +678.2% | +32.2% | +646.0% | +488.7% |
| All | +979.5% | +46.1% | +933.3% | +699.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling