-42.6%
INTU vs JD
-58.0%
+15.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.6% | -0.5% |
| 7D | -3.9% | +7.9% | -11.8% | -5.2% |
| 30D | +11.7% | +4.8% | +7.0% | +10.8% |
| 3M | +4.5% | -13.9% | +18.4% | +7.0% |
| 6M | -13.9% | -5.8% | -8.1% | -13.3% |
| YTD | -48.2% | +2.4% | -50.6% | -48.8% |
| 1Y | -47.1% | -7.5% | -39.6% | -46.8% |
| 3Y | -32.5% | +20.9% | -53.4% | -38.7% |
| 5Y | -42.6% | -58.0% | +15.5% | -33.7% |
| All | -42.6% | -58.0% | +15.4% | -33.7% |
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