+737.7%
QQQ vs JD
+46.5%
+691.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.5% |
| 7D | +3.6% | -4.1% | +7.7% | +4.5% |
| 30D | -6.7% | +4.6% | -11.3% | -7.7% |
| 3M | -7.0% | -4.7% | -2.3% | -6.3% |
| 6M | -4.7% | -17.4% | +12.7% | -1.5% |
| YTD | +11.1% | +0.7% | +10.3% | +9.9% |
| 1Y | +12.3% | -5.9% | +18.2% | +12.6% |
| 3Y | +83.3% | +18.9% | +64.4% | +66.6% |
| 5Y | +77.5% | -62.9% | +140.4% | +96.2% |
| 10Y | +528.3% | +32.5% | +495.8% | +386.0% |
| All | +737.7% | +46.5% | +691.2% | +540.8% |
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