+59.0%
JD vs COR
+550.4%
-491.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +2.0% |
| 7D | +13.4% | +0.8% | +12.5% | +13.1% |
| 30D | +7.7% | +5.1% | +2.6% | +6.7% |
| 3M | -11.3% | +2.8% | -14.1% | -11.8% |
| 6M | -5.1% | +32.5% | -37.7% | -10.0% |
| YTD | +5.0% | -0.7% | +5.7% | +4.3% |
| 1Y | -5.6% | -6.7% | +1.1% | -5.2% |
| 3Y | +17.8% | +73.7% | -56.0% | +2.0% |
| 5Y | -57.2% | +177.9% | -235.0% | -67.5% |
| 10Y | +34.8% | +533.8% | -499.0% | -25.1% |
| All | +59.0% | +550.4% | -491.5% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 all: compounded portfolio wealth divided by compounded COR 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…
all analysis · Full analysis span regression · 6 months rolling