+0.9%
QCOM vs JD
-8.1%
+9.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.2% | -2.7% |
| 7D | +4.3% | -4.1% | +8.4% | +4.4% |
| 30D | -0.1% | +4.6% | -4.7% | -0.3% |
| 3M | +5.2% | -4.7% | +10.0% | +5.5% |
| 6M | -18.4% | -17.4% | -1.0% | -16.7% |
| YTD | +2.4% | +0.7% | +1.7% | -0.4% |
| 1Y | +0.9% | -5.9% | +6.8% | +0.1% |
| All | +0.9% | -8.1% | +9.0% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling