+11.2%
QCOM vs JD
-58.0%
+69.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.6% | +3.9% | +5.2% |
| 7D | +0.4% | +13.4% | -13.0% | -2.3% |
| 30D | -6.6% | +7.7% | -14.3% | -8.1% |
| 3M | +3.7% | -11.3% | +15.0% | +6.1% |
| 6M | -13.3% | -5.1% | -8.2% | -13.1% |
| YTD | -1.8% | +5.0% | -6.8% | -3.9% |
| 1Y | -2.5% | -5.6% | +3.1% | -2.4% |
| 3Y | +47.0% | +17.8% | +29.2% | +34.5% |
| All | +11.2% | -58.0% | +69.2% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling