+30.9%
QCOM vs JD
-60.2%
+91.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | +3.3% | -1.7% | +5.0% | +3.7% |
| 30D | +7.7% | -13.2% | +20.9% | +10.8% |
| 3M | -30.1% | -3.2% | -26.9% | -29.8% |
| 6M | +22.8% | +15.2% | +7.6% | +18.0% |
| YTD | +0.2% | +2.0% | -1.8% | -1.2% |
| 1Y | +7.9% | -5.4% | +13.2% | +8.0% |
| 3Y | +55.8% | -9.1% | +64.9% | +51.2% |
| All | +30.9% | -60.2% | +91.1% | +43.9% |
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