+670.3%
NFLX vs JD
+18.8%
+651.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.4% |
| 7D | -5.0% | -0.8% | -4.2% | -4.8% |
| 30D | +3.5% | -16.0% | +19.6% | +8.1% |
| 3M | -7.1% | -3.2% | -3.9% | -6.6% |
| 6M | -22.5% | +6.1% | -28.5% | -24.2% |
| YTD | -18.1% | -0.1% | -18.0% | -19.0% |
| 1Y | -38.3% | -12.7% | -25.6% | -37.0% |
| 3Y | +73.4% | -6.3% | +79.7% | +61.3% |
| 5Y | +26.7% | -61.3% | +88.0% | +45.2% |
| 10Y | +670.3% | +17.6% | +652.7% | +466.6% |
| All | +670.3% | +18.8% | +651.6% | +466.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling