+178.1%
QCOM vs JD
+50.3%
+127.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +3.3% | -12.8% | -10.3% |
| 7D | -15.5% | +11.7% | -27.2% | -17.8% |
| 30D | -13.4% | +8.1% | -21.5% | -15.1% |
| 3M | 0.0% | -12.0% | +12.0% | +2.8% |
| 6M | -15.2% | -3.5% | -11.7% | -15.3% |
| YTD | -6.9% | +3.3% | -10.3% | -8.9% |
| 1Y | -11.0% | -7.4% | -3.5% | -10.4% |
| 3Y | +39.8% | +16.6% | +23.2% | +26.4% |
| 5Y | +7.2% | -57.9% | +65.1% | +17.1% |
| 10Y | +207.7% | +32.6% | +175.1% | +143.9% |
| All | +178.1% | +50.3% | +127.8% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling