+1,668.3%
PLTR vs JD
-58.2%
+1,726.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.6% |
| 7D | +4.7% | -4.1% | +8.9% | +6.0% |
| 30D | -16.4% | +4.6% | -21.0% | -17.9% |
| 3M | -6.2% | -4.7% | -1.4% | -5.2% |
| 6M | +29.2% | -17.4% | +46.5% | +35.9% |
| YTD | -5.5% | +0.7% | -6.2% | -7.4% |
| 1Y | -2.4% | -5.9% | +3.5% | -2.3% |
| 3Y | +752.3% | +18.9% | +733.4% | +633.8% |
| 5Y | +635.8% | -62.9% | +698.8% | +781.1% |
| All | +1,668.3% | -58.2% | +1,726.6% | +1,896.0% |
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 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