+34.4%
JD vs COO
+41.1%
-6.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.2% |
| 7D | -4.1% | +0.5% | -4.6% | -4.3% |
| 30D | +4.6% | +14.2% | -9.5% | -1.0% |
| 3M | -4.7% | -18.2% | +13.5% | +2.3% |
| 6M | -17.4% | +5.3% | -22.7% | -20.8% |
| YTD | +0.7% | -23.6% | +24.3% | +10.3% |
| 1Y | -5.9% | -12.7% | +6.8% | -3.1% |
| 3Y | +18.9% | -24.2% | +43.1% | +24.4% |
| 5Y | -62.9% | -40.0% | -23.0% | -57.4% |
| All | +34.4% | +41.1% | -6.7% | +6.9% |
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