+107.3%
META vs JD
-8.1%
+115.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.8% |
| 7D | +6.7% | -1.7% | +8.4% | +6.9% |
| 30D | +4.8% | -13.2% | +17.9% | +6.5% |
| 3M | -1.6% | -3.2% | +1.6% | -1.4% |
| 6M | -7.5% | +15.2% | -22.7% | -9.3% |
| YTD | -6.4% | +2.0% | -8.4% | -7.0% |
| 1Y | -17.3% | -5.4% | -12.0% | -17.1% |
| All | +107.3% | -8.1% | +115.4% | +117.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling