-9.7%
JD vs OMC
+24.5%
-34.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +5.2% | -2.2% | +2.5% |
| 7D | +9.0% | +12.5% | -3.6% | +7.8% |
| 30D | +5.2% | +16.3% | -11.1% | +3.8% |
| 3M | -15.9% | +8.1% | -24.0% | -16.6% |
| 6M | -7.7% | +17.2% | -24.8% | -9.2% |
| YTD | +0.1% | +11.8% | -11.7% | -0.6% |
| 1Y | -9.7% | +23.9% | -33.7% | -12.3% |
| All | -9.7% | +24.5% | -34.3% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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