+250.3%
QCOM vs JD
+25.4%
+224.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.4% |
| 7D | +3.3% | -1.7% | +5.0% | +3.8% |
| 30D | +7.7% | -13.2% | +20.9% | +11.5% |
| 3M | -30.1% | -3.2% | -26.9% | -29.7% |
| 6M | +22.8% | +15.2% | +7.6% | +17.0% |
| YTD | +0.2% | +2.0% | -1.8% | -1.5% |
| 1Y | +7.9% | -5.4% | +13.2% | +8.0% |
| 3Y | +55.8% | -9.1% | +64.9% | +49.6% |
| 5Y | +30.1% | -59.6% | +89.7% | +45.1% |
| All | +250.3% | +25.4% | +224.9% | +177.1% |
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