+16.1%
JPM vs JD
-9.8%
+25.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.0% | +1.1% | +3.9% |
| 7D | +3.8% | +9.0% | -5.2% | +3.1% |
| 30D | +6.5% | +5.2% | +1.3% | +6.0% |
| 3M | -1.0% | -15.9% | +14.9% | +0.2% |
| 6M | +15.5% | -7.7% | +23.2% | +15.8% |
| YTD | +11.4% | +0.1% | +11.3% | +11.0% |
| 1Y | +16.1% | -9.7% | +25.8% | +20.0% |
| All | +16.1% | -9.8% | +25.9% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling