-4.9%
JD vs COPX
+165.8%
-170.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.1% | -6.2% | -3.9% |
| 7D | -0.8% | +5.8% | -6.5% | -3.4% |
| 30D | -16.0% | +7.2% | -23.3% | -18.9% |
| 3M | -3.2% | +16.5% | -19.7% | -11.1% |
| 6M | +6.1% | +18.4% | -12.4% | -5.4% |
| YTD | -0.1% | +31.9% | -32.0% | -19.6% |
| 1Y | -12.7% | +88.5% | -101.2% | -45.7% |
| All | -4.9% | +165.8% | -170.7% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling