+32.2%
JD vs COO
+40.2%
-8.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +0.4% | -2.3% | +2.7% | +1.3% |
| 30D | +4.2% | +13.3% | -9.1% | -1.0% |
| 3M | -12.8% | -18.1% | +5.3% | -6.3% |
| 6M | -8.8% | +6.7% | -15.5% | -13.1% |
| YTD | +0.5% | -23.2% | +23.7% | +9.8% |
| 1Y | -8.8% | -12.3% | +3.5% | -6.3% |
| 3Y | +18.6% | -23.6% | +42.1% | +23.6% |
| 5Y | -62.2% | -38.7% | -23.5% | -57.0% |
| 10Y | +32.2% | +42.2% | -10.0% | +6.0% |
| All | +32.2% | +40.2% | -8.0% | +6.0% |
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