+59.0%
JD vs TECH
+261.9%
-203.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.5% | +1.6% |
| 7D | +13.4% | +0.2% | +13.2% | +13.3% |
| 30D | +7.7% | +0.3% | +7.4% | +7.5% |
| 3M | -11.3% | +1.3% | -12.6% | -11.7% |
| 6M | -5.1% | +54.0% | -59.1% | -22.1% |
| YTD | +5.0% | +24.3% | -19.2% | -8.2% |
| 1Y | -5.6% | +25.8% | -31.4% | -18.3% |
| 3Y | +17.8% | +26.0% | -8.2% | -4.9% |
| 5Y | -57.2% | -40.1% | -17.1% | -50.9% |
| 10Y | +34.8% | +210.6% | -175.8% | -31.8% |
| All | +59.0% | +261.9% | -203.0% | -27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling