+54.6%
JD vs COO
+96.0%
-41.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.3% | 0.0% |
| 7D | +5.2% | +4.5% | +0.7% | +3.3% |
| 30D | +4.5% | +16.9% | -12.4% | -1.9% |
| 3M | -15.4% | -16.7% | +1.3% | -10.0% |
| 6M | -6.0% | +5.9% | -12.0% | -10.1% |
| YTD | +2.2% | -22.4% | +24.6% | +10.9% |
| 1Y | -6.7% | -10.1% | +3.5% | -5.1% |
| 3Y | +20.5% | -22.8% | +43.3% | +25.3% |
| 5Y | -58.4% | -41.4% | -17.0% | -52.0% |
| 10Y | +32.5% | +41.3% | -8.8% | +5.7% |
| All | +54.6% | +96.0% | -41.4% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling