+944.6%
GOOGL vs JD
+48.6%
+896.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +2.6% | +5.2% | -2.6% | +1.5% |
| 30D | -18.3% | +4.5% | -22.8% | -19.1% |
| 3M | -19.6% | -15.4% | -4.2% | -16.9% |
| 6M | -28.2% | -6.0% | -22.2% | -27.5% |
| YTD | -8.0% | +2.2% | -10.2% | -8.9% |
| 1Y | -0.7% | -6.7% | +6.0% | +0.1% |
| 3Y | +118.8% | +20.5% | +98.3% | +99.0% |
| 5Y | +98.9% | -58.4% | +157.3% | +114.1% |
| 10Y | +643.6% | +32.5% | +611.1% | +463.6% |
| All | +944.6% | +48.6% | +896.1% | +674.9% |
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 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