+592.1%
JPM vs JD
+14.7%
+577.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.6% |
| 7D | -0.4% | -3.0% | +2.6% | -0.1% |
| 30D | -1.4% | -19.3% | +17.9% | +1.2% |
| 3M | +13.9% | -6.0% | +20.0% | +14.6% |
| 6M | +23.5% | +1.8% | +21.7% | +22.7% |
| YTD | +11.6% | -2.6% | +14.2% | +11.5% |
| 1Y | +21.4% | -17.4% | +38.8% | +23.6% |
| 3Y | +163.4% | -8.6% | +172.0% | +156.7% |
| 5Y | +152.5% | -61.6% | +214.1% | +166.0% |
| 10Y | +592.1% | +16.9% | +575.3% | +481.7% |
| All | +592.1% | +14.7% | +577.4% | +481.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling