+52.3%
MSFT vs JD
+16.8%
+35.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.1% |
| 7D | +1.7% | +13.4% | -11.7% | +0.8% |
| 30D | +0.2% | +7.7% | -7.5% | -0.4% |
| 3M | +6.4% | -11.3% | +17.6% | +7.1% |
| 6M | +28.7% | -5.1% | +33.8% | +28.9% |
| YTD | +10.4% | +5.0% | +5.4% | +9.8% |
| 1Y | +7.6% | -5.6% | +13.3% | +7.7% |
| 3Y | +52.3% | +17.8% | +34.5% | +53.3% |
| All | +52.3% | +16.8% | +35.5% | +53.3% |
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 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