+16.4%
JD vs COPX
+584.4%
-568.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | +3.8% |
| 7D | -2.6% | -2.9% | +0.3% | -1.4% |
| 30D | -15.4% | 0.0% | -15.4% | -15.8% |
| 3M | -5.0% | +14.8% | -19.8% | -13.7% |
| 6M | +0.9% | +7.0% | -6.1% | -6.7% |
| YTD | -2.5% | +23.8% | -26.3% | -19.2% |
| 1Y | -16.0% | +75.7% | -91.7% | -44.0% |
| 3Y | -8.5% | +156.4% | -164.9% | -52.0% |
| 5Y | -61.8% | +167.6% | -229.3% | -80.5% |
| All | +16.4% | +584.4% | -568.0% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling