-5.4%
JD vs COPX
+84.7%
-90.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -1.7% | -4.0% | +2.3% | -0.8% |
| 30D | -13.2% | +4.5% | -17.7% | -14.0% |
| 3M | -3.2% | +0.8% | -4.0% | -3.3% |
| 6M | +15.2% | +3.2% | +12.0% | +13.5% |
| YTD | +2.0% | +26.7% | -24.7% | -8.8% |
| 1Y | -5.4% | +85.7% | -91.1% | -30.2% |
| All | -5.4% | +84.7% | -90.1% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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