+80.7%
SAP vs JD
-63.0%
+143.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.2% | +0.2% |
| 7D | +0.6% | -4.1% | +4.7% | +1.2% |
| 30D | +6.5% | +4.6% | +1.9% | +5.8% |
| 3M | +12.2% | -4.7% | +17.0% | +12.9% |
| 6M | +46.1% | -17.4% | +63.4% | +49.4% |
| YTD | -1.6% | +0.7% | -2.3% | -2.2% |
| 1Y | -5.1% | -5.9% | +0.8% | -4.9% |
| 3Y | +68.4% | +18.9% | +49.5% | +58.3% |
| All | +80.7% | -63.0% | +143.8% | +96.0% |
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 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