+740.7%
GOOGL vs JD
+20.5%
+720.2%
-44.3%
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 | -2.8% | -2.6% | -0.2% | -2.3% |
| 30D | -3.2% | -15.4% | +12.2% | +0.1% |
| 3M | -6.6% | -5.0% | -1.6% | -5.7% |
| 6M | +8.5% | +0.9% | +7.5% | +7.9% |
| YTD | +6.5% | -2.5% | +9.0% | +6.5% |
| 1Y | +39.4% | -16.0% | +55.4% | +43.6% |
| 3Y | +146.2% | -8.5% | +154.7% | +137.2% |
| 5Y | +138.3% | -61.8% | +200.1% | +163.2% |
| All | +740.7% | +20.5% | +720.2% | +499.0% |
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