+1,588.2%
PLTR vs JD
-56.5%
+1,644.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.8% | +3.0% |
| 7D | -12.9% | +13.4% | -26.2% | -16.4% |
| 30D | -17.4% | +7.7% | -25.1% | -19.5% |
| 3M | +2.9% | -11.3% | +14.1% | +6.2% |
| 6M | +19.9% | -5.1% | +25.0% | +20.5% |
| YTD | -9.8% | +5.0% | -14.8% | -12.7% |
| 1Y | -8.4% | -5.6% | -2.7% | -8.2% |
| 3Y | +765.0% | +17.8% | +747.3% | +649.1% |
| 5Y | +516.8% | -57.2% | +574.0% | +609.2% |
| All | +1,588.2% | -56.5% | +1,644.7% | +1,782.3% |
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 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