+5.7%
JD vs SNAP
-78.8%
+84.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -14.0% | +17.3% | +5.8% |
| 7D | +11.7% | -10.4% | +22.1% | +13.6% |
| 30D | +8.1% | -11.9% | +20.0% | +10.0% |
| 3M | -12.0% | -4.5% | -7.5% | -12.2% |
| 6M | -3.5% | -16.7% | +13.2% | -2.1% |
| YTD | +3.3% | -36.9% | +40.3% | +9.1% |
| 1Y | -7.4% | -30.3% | +22.8% | -4.3% |
| 3Y | +16.6% | -52.5% | +69.1% | +20.5% |
| 5Y | -57.9% | -90.4% | +32.6% | -48.0% |
| All | +5.7% | -78.8% | +84.5% | -4.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling