+928.1%
META vs JD
+48.3%
+879.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +6.7% | -1.7% | +8.4% | +7.1% |
| 30D | +4.8% | -13.2% | +17.9% | +8.2% |
| 3M | -1.6% | -3.2% | +1.6% | -1.1% |
| 6M | -7.5% | +15.2% | -22.7% | -11.2% |
| YTD | -6.4% | +2.0% | -8.4% | -7.5% |
| 1Y | -17.3% | -5.4% | -12.0% | -17.0% |
| 3Y | +109.9% | -9.1% | +119.0% | +101.1% |
| 5Y | +65.4% | -59.6% | +125.0% | +83.9% |
| 10Y | +391.8% | +26.2% | +365.6% | +281.2% |
| All | +928.1% | +48.3% | +879.8% | +659.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling