+228.8%
SAP vs JD
+33.2%
+195.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +1.5% | +5.2% | -3.7% | +0.6% |
| 30D | +8.8% | +4.5% | +4.3% | +7.9% |
| 3M | +12.1% | -15.4% | +27.5% | +15.1% |
| 6M | +34.6% | -6.0% | +40.6% | +35.5% |
| YTD | -2.1% | +2.2% | -4.3% | -3.1% |
| 1Y | -5.5% | -6.7% | +1.1% | -5.1% |
| 3Y | +67.4% | +20.5% | +46.9% | +53.7% |
| 5Y | +74.6% | -58.4% | +133.0% | +86.3% |
| All | +228.8% | +33.2% | +195.6% | +160.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling