+94.4%
QQQ vs JD
-61.6%
+156.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.6% |
| 30D | -0.6% | -16.0% | +15.4% | +1.9% |
| 3M | +0.4% | -3.2% | +3.6% | +0.7% |
| 6M | +20.1% | +6.1% | +14.0% | +18.5% |
| YTD | +17.2% | -0.1% | +17.3% | +16.6% |
| 1Y | +24.7% | -12.7% | +37.4% | +26.4% |
| 3Y | +96.2% | -6.3% | +102.5% | +90.9% |
| 5Y | +94.4% | -61.3% | +155.7% | +110.4% |
| All | +94.4% | -61.6% | +156.0% | +110.4% |
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