-16.0%
JD vs COPX
+76.0%
-92.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.0% | +7.1% | +1.5% |
| 7D | -2.6% | -2.9% | +0.3% | -2.1% |
| 30D | -15.4% | 0.0% | -15.4% | -15.5% |
| 3M | -5.0% | +14.8% | -19.8% | -8.4% |
| 6M | +0.9% | +7.0% | -6.1% | -1.7% |
| YTD | -2.5% | +23.8% | -26.3% | -12.6% |
| 1Y | -16.0% | +75.7% | -91.7% | -35.9% |
| All | -16.0% | +76.0% | -92.1% | -35.9% |
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