+152.6%
GOOGL vs JD
-4.6%
+157.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.4% |
| 7D | -2.3% | -1.7% | -0.6% | -2.1% |
| 30D | -6.6% | -13.2% | +6.6% | -4.7% |
| 3M | -8.9% | -3.2% | -5.8% | -8.5% |
| 6M | +11.9% | +15.2% | -3.4% | +9.9% |
| YTD | +8.3% | +2.0% | +6.4% | +8.0% |
| 1Y | +46.2% | -5.4% | +51.6% | +46.9% |
| All | +152.6% | -4.6% | +157.2% | +154.9% |
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