+83.3%
QQQ vs JD
+17.9%
+65.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.4% |
| 7D | +3.6% | -4.1% | +7.7% | +4.1% |
| 30D | -6.7% | +4.6% | -11.3% | -7.3% |
| 3M | -7.0% | -4.7% | -2.3% | -6.6% |
| 6M | -4.7% | -17.4% | +12.7% | -2.8% |
| YTD | +11.1% | +0.7% | +10.3% | +10.4% |
| 1Y | +12.3% | -5.9% | +18.2% | +12.4% |
| 3Y | +83.3% | +18.9% | +64.4% | +80.0% |
| All | +83.3% | +17.9% | +65.4% | +80.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling