+242.8%
QCOM vs JD
+26.7%
+216.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.5% | +5.2% | +0.3% | +4.1% |
| 30D | -1.1% | +4.5% | -5.6% | -2.4% |
| 3M | +7.6% | -15.4% | +23.0% | +11.9% |
| 6M | -20.1% | -6.0% | -14.0% | -19.6% |
| YTD | +3.0% | +2.2% | +0.9% | +1.0% |
| 1Y | +3.2% | -6.7% | +9.9% | +3.6% |
| 3Y | +48.9% | +20.5% | +28.3% | +32.0% |
| 5Y | +21.1% | -58.4% | +79.5% | +34.3% |
| 10Y | +242.8% | +32.5% | +210.3% | +171.0% |
| All | +242.8% | +26.7% | +216.1% | +171.0% |
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