+1,130.3%
GOOGL vs JD
+48.3%
+1,082.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | -2.3% | -1.7% | -0.6% | -1.9% |
| 30D | -6.6% | -13.2% | +6.6% | -3.9% |
| 3M | -8.9% | -3.2% | -5.8% | -8.4% |
| 6M | +11.9% | +15.2% | -3.4% | +8.3% |
| YTD | +8.3% | +2.0% | +6.4% | +7.4% |
| 1Y | +46.2% | -5.4% | +51.6% | +46.8% |
| 3Y | +151.9% | -9.1% | +161.0% | +143.5% |
| 5Y | +137.7% | -59.6% | +197.3% | +156.8% |
| 10Y | +757.6% | +26.2% | +731.3% | +556.0% |
| All | +1,130.3% | +48.3% | +1,082.0% | +813.8% |
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