+462.9%
META vs JD
+31.5%
+431.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.5% |
| 7D | +5.2% | -4.1% | +9.3% | +6.2% |
| 30D | -13.0% | +4.6% | -17.6% | -14.1% |
| 3M | +7.9% | -4.7% | +12.7% | +9.0% |
| 6M | +4.2% | -17.4% | +21.6% | +8.6% |
| YTD | -2.5% | +0.7% | -3.3% | -3.7% |
| 1Y | +5.6% | -5.9% | +11.4% | +6.1% |
| 3Y | +96.8% | +18.9% | +77.9% | +74.3% |
| 5Y | +90.0% | -62.9% | +153.0% | +120.2% |
| All | +462.9% | +31.5% | +431.5% | +321.9% |
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