+2.7%
META vs JD
-10.8%
+13.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +3.1% | -4.0% | +7.1% | +3.7% |
| 30D | -18.2% | +2.7% | -20.9% | -18.7% |
| 3M | +7.8% | -13.0% | +20.9% | +10.6% |
| 6M | +3.6% | -12.7% | +16.3% | +5.2% |
| YTD | -5.3% | -0.8% | -4.5% | -5.4% |
| 1Y | +2.7% | -8.9% | +11.6% | +5.2% |
| All | +2.7% | -10.8% | +13.6% | +5.2% |
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