+1,145.4%
GOOG vs JD
+48.3%
+1,097.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.4% |
| 7D | -2.1% | -1.7% | -0.5% | -1.8% |
| 30D | -6.8% | -13.2% | +6.3% | -4.2% |
| 3M | -9.1% | -3.2% | -5.9% | -8.6% |
| 6M | +10.7% | +15.2% | -4.5% | +7.2% |
| YTD | +7.1% | +2.0% | +5.1% | +6.2% |
| 1Y | +44.6% | -5.4% | +50.0% | +45.2% |
| 3Y | +147.4% | -9.1% | +156.5% | +139.2% |
| 5Y | +133.8% | -59.6% | +193.4% | +152.6% |
| 10Y | +777.5% | +26.2% | +751.3% | +569.6% |
| All | +1,145.4% | +48.3% | +1,097.1% | +820.1% |
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