+17.6%
JD vs TECH
+178.6%
-161.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -0.8% | +0.2% | -1.0% | -0.9% |
| 30D | -16.0% | +0.1% | -16.2% | -16.1% |
| 3M | -3.2% | +37.5% | -40.7% | -15.8% |
| 6M | +6.1% | +34.6% | -28.5% | -9.6% |
| YTD | -0.1% | +23.5% | -23.6% | -12.4% |
| 1Y | -12.7% | +34.4% | -47.1% | -27.4% |
| 3Y | -6.3% | +2.3% | -8.6% | -16.0% |
| 5Y | -61.3% | -41.7% | -19.6% | -55.0% |
| 10Y | +17.6% | +177.6% | -160.0% | -35.7% |
| All | +17.6% | +178.6% | -161.0% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling