+59.0%
JD vs OMC
+91.1%
-32.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.5% | +1.9% |
| 7D | +13.4% | +6.3% | +7.1% | +11.3% |
| 30D | +7.7% | +15.4% | -7.7% | +3.2% |
| 3M | -11.3% | +5.8% | -17.0% | -13.1% |
| 6M | -5.1% | +14.7% | -19.8% | -9.8% |
| YTD | +5.0% | +10.3% | -5.3% | +0.2% |
| 1Y | -5.6% | +23.2% | -28.9% | -13.4% |
| 3Y | +17.8% | +24.6% | -6.8% | +4.3% |
| 5Y | -57.2% | +50.1% | -107.3% | -64.6% |
| 10Y | +34.8% | +54.3% | -19.5% | +5.3% |
| All | +59.0% | +91.1% | -32.1% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling