+809.9%
JPM vs JD
+48.3%
+761.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | +0.3% | -1.7% | +2.0% | +0.5% |
| 30D | -0.2% | -13.2% | +13.0% | +1.6% |
| 3M | +15.9% | -3.2% | +19.1% | +16.2% |
| 6M | +20.9% | +15.2% | +5.7% | +18.1% |
| YTD | +12.9% | +2.0% | +10.9% | +12.0% |
| 1Y | +20.3% | -5.4% | +25.7% | +20.4% |
| 3Y | +160.9% | -9.1% | +170.0% | +154.3% |
| 5Y | +154.8% | -59.6% | +214.4% | +166.5% |
| 10Y | +591.1% | +26.2% | +564.9% | +444.5% |
| All | +809.9% | +48.3% | +761.6% | +595.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling