-8.8%
JD vs COO
-11.7%
+2.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.6% |
| 7D | +0.4% | -2.3% | +2.7% | +0.6% |
| 30D | +4.2% | +13.3% | -9.1% | +3.2% |
| 3M | -12.8% | -18.1% | +5.3% | -11.6% |
| 6M | -8.8% | +6.7% | -15.5% | -9.4% |
| YTD | +0.5% | -23.2% | +23.7% | +3.1% |
| 1Y | -8.8% | -12.3% | +3.5% | -8.2% |
| All | -8.8% | -11.7% | +2.9% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling