+81.9%
META vs JD
-58.0%
+139.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.5% |
| 7D | -0.8% | +13.4% | -14.1% | -3.4% |
| 30D | -15.4% | +7.7% | -23.1% | -16.8% |
| 3M | +3.5% | -11.3% | +14.8% | +5.8% |
| 6M | -0.3% | -5.1% | +4.9% | +0.3% |
| YTD | -7.3% | +5.0% | -12.4% | -9.0% |
| 1Y | -1.1% | -5.6% | +4.6% | -0.7% |
| 3Y | +95.1% | +17.8% | +77.3% | +77.6% |
| All | +81.9% | -58.0% | +139.9% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling