+1.9%
META vs JD
-6.7%
+8.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +5.5% |
| 7D | +5.7% | +7.9% | -2.2% | +4.2% |
| 30D | -10.8% | +4.8% | -15.5% | -11.6% |
| 3M | +8.4% | -13.9% | +22.3% | +11.8% |
| 6M | +5.4% | -5.8% | +11.2% | +5.1% |
| YTD | -2.6% | +2.4% | -5.0% | -3.3% |
| All | +1.9% | -6.7% | +8.5% | +4.1% |
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