+152.8%
JPM vs JD
-61.6%
+214.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.6% | -1.2% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | -1.1% | -16.0% | +14.9% | +0.5% |
| 3M | +14.1% | -3.2% | +17.3% | +14.3% |
| 6M | +23.3% | +6.1% | +17.2% | +22.2% |
| YTD | +11.3% | -0.1% | +11.4% | +10.9% |
| 1Y | +23.0% | -12.7% | +35.7% | +24.0% |
| 3Y | +162.6% | -6.3% | +168.9% | +157.0% |
| 5Y | +152.8% | -61.3% | +214.1% | +163.8% |
| All | +152.8% | -61.6% | +214.4% | +163.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling