+24.0%
QQQ vs JD
-15.3%
+39.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.1% |
| 7D | +1.0% | -3.0% | +4.0% | +1.4% |
| 30D | -0.6% | -19.3% | +18.7% | +2.7% |
| 3M | +1.3% | -6.0% | +7.3% | +1.9% |
| 6M | +18.1% | +1.8% | +16.3% | +16.1% |
| YTD | +16.9% | -2.6% | +19.4% | +16.2% |
| 1Y | +24.0% | -17.4% | +41.4% | +27.6% |
| All | +24.0% | -15.3% | +39.3% | +27.6% |
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