+251.9%
QCOM vs JD
+29.5%
+222.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.7% |
| 7D | +13.0% | -4.0% | +17.0% | +14.2% |
| 30D | +0.2% | +2.7% | -2.5% | -0.7% |
| 3M | +9.2% | -13.0% | +22.3% | +12.8% |
| 6M | -15.0% | -12.7% | -2.3% | -12.8% |
| YTD | +5.2% | -0.8% | +6.0% | +3.9% |
| 1Y | +2.4% | -8.9% | +11.2% | +3.4% |
| 3Y | +52.0% | +17.0% | +34.9% | +35.7% |
| 5Y | +19.7% | -63.5% | +83.2% | +38.5% |
| All | +251.9% | +29.5% | +222.4% | +179.4% |
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