+14.0%
JPM vs JD
-8.1%
+22.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.9% |
| 7D | +3.5% | -4.1% | +7.6% | +3.7% |
| 30D | +3.3% | +4.6% | -1.4% | +2.8% |
| 3M | -4.2% | -4.7% | +0.6% | -3.9% |
| 6M | +16.4% | -17.4% | +33.8% | +18.9% |
| YTD | +9.5% | +0.7% | +8.8% | +9.2% |
| 1Y | +14.0% | -5.9% | +19.9% | +16.2% |
| All | +14.0% | -8.1% | +22.1% | +16.2% |
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