-5.9%
JD vs COMP
+7.7%
-13.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +1.4% |
| 7D | -4.1% | 0.0% | -4.1% | -4.2% |
| 30D | +4.6% | +16.6% | -11.9% | +3.6% |
| 3M | -4.7% | -23.5% | +18.8% | -4.0% |
| 6M | -17.4% | +25.7% | -43.1% | -19.3% |
| YTD | +0.7% | -3.4% | +4.1% | -2.6% |
| 1Y | -5.9% | +7.6% | -13.5% | -10.7% |
| All | -5.9% | +7.7% | -13.6% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling