+54.6%
JD vs TECK
+235.2%
-180.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.4% |
| 7D | +5.2% | +1.7% | +3.5% | +4.6% |
| 30D | +4.5% | -7.6% | +12.1% | +6.1% |
| 3M | -15.4% | -5.9% | -9.5% | -14.7% |
| 6M | -6.0% | -2.8% | -3.2% | -6.7% |
| YTD | +2.2% | +31.8% | -29.7% | -6.5% |
| 1Y | -6.7% | +49.1% | -55.8% | -17.2% |
| 3Y | +20.5% | +83.0% | -62.5% | +1.2% |
| 5Y | -58.4% | +150.6% | -209.1% | -67.8% |
| 10Y | +32.5% | +219.0% | -186.5% | -9.4% |
| All | +54.6% | +235.2% | -180.6% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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