+92.9%
GOOGL vs JD
-58.0%
+150.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.5% |
| 7D | +1.8% | +13.4% | -11.6% | -0.2% |
| 30D | -18.8% | +7.7% | -26.4% | -19.7% |
| 3M | -20.3% | -11.3% | -9.1% | -19.0% |
| 6M | -28.4% | -5.1% | -23.2% | -27.9% |
| YTD | -8.8% | +5.0% | -13.9% | -9.8% |
| 1Y | +0.3% | -5.6% | +5.9% | +0.8% |
| 3Y | +120.7% | +17.8% | +103.0% | +107.7% |
| All | +92.9% | -58.0% | +150.9% | +104.5% |
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