+479.1%
JPM vs JD
+26.7%
+452.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.2% | +5.2% | -4.0% | +0.5% |
| 30D | +2.7% | +4.5% | -1.8% | +2.1% |
| 3M | -4.5% | -15.4% | +11.0% | -2.6% |
| 6M | +14.3% | -6.0% | +20.3% | +14.8% |
| YTD | +8.2% | +2.2% | +6.0% | +7.3% |
| 1Y | +10.0% | -6.7% | +16.7% | +10.3% |
| 3Y | +149.0% | +20.5% | +128.4% | +133.6% |
| 5Y | +131.0% | -58.4% | +189.5% | +141.0% |
| 10Y | +479.1% | +32.5% | +446.6% | +385.0% |
| All | +479.1% | +26.7% | +452.4% | +385.0% |
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 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