+28.9%
JD vs COO
+40.7%
-11.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -3.5% |
| 7D | +7.9% | +4.3% | +3.6% | +6.0% |
| 30D | +4.8% | +17.6% | -12.8% | -2.0% |
| 3M | -13.9% | -13.9% | 0.0% | -9.5% |
| 6M | -5.8% | +6.6% | -12.4% | -10.2% |
| YTD | +2.4% | -22.0% | +24.4% | +11.2% |
| 1Y | -7.5% | -8.8% | +1.3% | -6.6% |
| 3Y | +20.9% | -21.5% | +42.4% | +24.5% |
| 5Y | -58.0% | -41.0% | -17.0% | -51.5% |
| 10Y | +28.9% | +40.9% | -12.0% | +4.0% |
| All | +28.9% | +40.7% | -11.8% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling