+216.5%
QCOM vs JD
+31.9%
+184.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.1% |
| 7D | +0.4% | +13.4% | -13.0% | -2.9% |
| 30D | -6.6% | +7.7% | -14.3% | -8.5% |
| 3M | +3.7% | -11.3% | +15.0% | +6.5% |
| 6M | -13.3% | -5.1% | -8.2% | -13.0% |
| YTD | -1.8% | +5.0% | -6.8% | -4.4% |
| 1Y | -2.5% | -5.6% | +3.1% | -2.4% |
| 3Y | +47.0% | +17.8% | +29.2% | +31.3% |
| 5Y | +13.1% | -57.2% | +70.3% | +24.6% |
| All | +216.5% | +31.9% | +184.5% | +146.8% |
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