+17.8%
JD vs SNAP
-53.8%
+71.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.0% |
| 7D | +13.4% | -7.1% | +20.5% | +14.2% |
| 30D | +7.7% | -14.6% | +22.3% | +9.6% |
| 3M | -11.3% | -5.0% | -6.3% | -11.4% |
| 6M | -5.1% | -18.8% | +13.7% | -3.7% |
| YTD | +5.0% | -38.5% | +43.6% | +10.5% |
| 1Y | -5.6% | -38.1% | +32.4% | -1.0% |
| 3Y | +17.8% | -53.8% | +71.5% | +12.1% |
| All | +17.8% | -53.8% | +71.6% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 3y: compounded portfolio wealth divided by compounded SNAP 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…
3y analysis · Full analysis span regression · 6 months rolling