-63.5%
JD vs COO
-39.4%
-24.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -4.0% | -2.1% | -1.9% | -3.3% |
| 30D | +2.7% | +13.9% | -11.3% | -2.4% |
| 3M | -13.0% | -18.9% | +5.9% | -6.5% |
| 6M | -12.7% | +3.7% | -16.4% | -15.8% |
| YTD | -0.8% | -24.1% | +23.3% | +9.0% |
| 1Y | -8.9% | -14.2% | +5.3% | -5.6% |
| 3Y | +17.0% | -24.5% | +41.5% | +20.2% |
| 5Y | -63.5% | -40.4% | -23.1% | -59.1% |
| All | -63.5% | -39.4% | -24.1% | -59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling