+784.9%
QQQ vs JD
+48.3%
+736.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | +0.4% | -1.7% | +2.0% | +0.7% |
| 30D | +0.2% | -13.2% | +13.4% | +3.0% |
| 3M | -2.8% | -3.2% | +0.4% | -2.5% |
| 6M | +18.0% | +15.2% | +2.8% | +13.9% |
| YTD | +17.3% | +2.0% | +15.3% | +16.0% |
| 1Y | +25.6% | -5.4% | +31.0% | +25.8% |
| 3Y | +93.7% | -9.1% | +102.8% | +86.8% |
| 5Y | +94.2% | -59.6% | +153.8% | +109.6% |
| 10Y | +557.9% | +26.2% | +531.6% | +413.4% |
| All | +784.9% | +48.3% | +736.6% | +576.5% |
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