-61.6%
JD vs COPX
+193.3%
-254.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.0% |
| 7D | -3.0% | +6.0% | -9.0% | -6.3% |
| 30D | -19.3% | +6.4% | -25.8% | -22.4% |
| 3M | -6.0% | +19.3% | -25.3% | -16.7% |
| 6M | +1.8% | +16.2% | -14.4% | -10.5% |
| YTD | -2.6% | +33.2% | -35.7% | -24.5% |
| 1Y | -17.4% | +90.2% | -107.7% | -51.0% |
| 3Y | -8.6% | +175.7% | -184.3% | -60.0% |
| 5Y | -61.6% | +193.1% | -254.7% | -83.8% |
| All | -61.6% | +193.3% | -254.9% | -83.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling