+371.5%
INTU vs JD
+48.3%
+323.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.9% | -5.2% | -3.8% |
| 7D | -7.1% | -1.7% | -5.4% | -6.8% |
| 30D | +1.5% | -13.2% | +14.6% | +4.2% |
| 3M | +10.7% | -3.2% | +13.8% | +11.2% |
| 6M | -23.8% | +15.2% | -39.1% | -26.6% |
| YTD | -49.3% | +2.0% | -51.3% | -49.9% |
| 1Y | -49.7% | -5.4% | -44.3% | -49.7% |
| 3Y | -38.0% | -9.1% | -28.9% | -40.6% |
| 5Y | -38.7% | -59.6% | +20.9% | -33.5% |
| 10Y | +221.3% | +26.2% | +195.1% | +162.0% |
| All | +371.5% | +48.3% | +323.2% | +285.5% |
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 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