+59.0%
JD vs COO
+92.3%
-33.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +2.3% |
| 7D | +13.4% | +4.7% | +8.6% | +11.3% |
| 30D | +7.7% | +13.9% | -6.2% | +2.2% |
| 3M | -11.3% | -14.9% | +3.7% | -6.3% |
| 6M | -5.1% | +2.0% | -7.2% | -7.8% |
| YTD | +5.0% | -23.9% | +29.0% | +14.9% |
| 1Y | -5.6% | -9.6% | +4.0% | -4.4% |
| 3Y | +17.8% | -25.4% | +43.2% | +24.3% |
| 5Y | -57.2% | -41.2% | -16.0% | -50.6% |
| 10Y | +34.8% | +42.1% | -7.3% | +7.5% |
| All | +59.0% | +92.3% | -33.3% | +27.4% |
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