-5.9%
JD vs OMC
+24.0%
-29.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.4% |
| 7D | -4.1% | +1.9% | -6.0% | -4.3% |
| 30D | +4.6% | +12.2% | -7.6% | +3.6% |
| 3M | -4.7% | +0.6% | -5.3% | -5.0% |
| 6M | -17.4% | +21.0% | -38.4% | -18.8% |
| YTD | +0.7% | +12.4% | -11.6% | 0.0% |
| 1Y | -5.9% | +25.4% | -31.3% | -8.7% |
| All | -5.9% | +24.0% | -29.9% | -8.7% |
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