-57.1%
JD vs COO
-41.6%
-15.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +2.3% |
| 7D | +13.4% | +4.7% | +8.6% | +11.4% |
| 30D | +7.7% | +13.9% | -6.2% | +2.6% |
| 3M | -11.3% | -14.9% | +3.7% | -6.5% |
| 6M | -5.1% | +2.0% | -7.2% | -7.7% |
| YTD | +5.0% | -23.9% | +29.0% | +15.0% |
| 1Y | -5.6% | -9.6% | +4.0% | -4.5% |
| 3Y | +17.8% | -25.4% | +43.2% | +22.3% |
| All | -57.1% | -41.6% | -15.5% | -55.0% |
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 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