+53.3%
MSFT vs JD
-8.1%
+61.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.2% |
| 7D | -2.7% | -1.7% | -1.0% | -2.6% |
| 30D | +2.7% | -13.2% | +15.9% | +3.7% |
| 3M | +17.0% | -3.2% | +20.1% | +17.2% |
| 6M | +23.8% | +15.2% | +8.6% | +22.5% |
| YTD | +4.0% | +2.0% | +2.0% | +3.6% |
| 1Y | -0.8% | -5.4% | +4.6% | -0.7% |
| All | +53.3% | -8.1% | +61.4% | +62.0% |
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 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