+56.4%
SAP vs JD
-60.2%
+116.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | -2.9% | -1.7% | -1.2% | -2.7% |
| 30D | +9.0% | -13.2% | +22.2% | +11.0% |
| 3M | +14.9% | -3.2% | +18.1% | +15.4% |
| 6M | +11.9% | +15.2% | -3.3% | +9.4% |
| YTD | -9.9% | +2.0% | -11.9% | -10.5% |
| 1Y | -19.5% | -5.4% | -14.2% | -19.4% |
| 3Y | +61.8% | -9.1% | +70.9% | +58.3% |
| All | +56.4% | -60.2% | +116.6% | +69.6% |
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