+54.3%
JD vs COR
+545.3%
-491.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.2% |
| 7D | -1.7% | +2.8% | -4.4% | -2.2% |
| 30D | -13.2% | +4.5% | -17.7% | -13.9% |
| 3M | -3.2% | +22.7% | -25.9% | -6.7% |
| 6M | +15.2% | -9.7% | +25.0% | +16.9% |
| YTD | +2.0% | -1.4% | +3.4% | +1.5% |
| 1Y | -5.4% | +13.9% | -19.3% | -8.7% |
| 3Y | -9.1% | +94.0% | -103.1% | -23.5% |
| 5Y | -59.6% | +184.0% | -243.6% | -69.6% |
| 10Y | +26.2% | +406.8% | -380.5% | -22.5% |
| All | +54.3% | +545.3% | -491.0% | -21.8% |
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