+1.1%
MSFT vs JD
-7.6%
+8.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.3% |
| 7D | -2.7% | -1.7% | -1.0% | -2.5% |
| 30D | +2.7% | -13.2% | +15.9% | +4.5% |
| 3M | +17.0% | -3.2% | +20.1% | +17.1% |
| 6M | +23.8% | +15.2% | +8.6% | +21.0% |
| YTD | +4.0% | +2.0% | +2.0% | +3.0% |
| All | +1.1% | -7.6% | +8.7% | +2.9% |
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 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