+909.4%
META vs JD
+50.3%
+859.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.3% | -7.2% | -4.7% |
| 7D | -3.1% | +11.7% | -14.9% | -5.7% |
| 30D | -18.1% | +8.1% | -26.2% | -19.7% |
| 3M | +2.9% | -12.0% | +14.8% | +5.7% |
| 6M | +0.2% | -3.5% | +3.7% | +0.4% |
| YTD | -8.1% | +3.3% | -11.4% | -9.7% |
| 1Y | -4.5% | -7.4% | +2.9% | -3.7% |
| 3Y | +94.2% | +16.6% | +77.6% | +74.2% |
| 5Y | +79.1% | -57.9% | +136.9% | +97.3% |
| 10Y | +405.9% | +32.6% | +373.3% | +287.6% |
| All | +909.4% | +50.3% | +859.1% | +642.3% |
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