+70.8%
SAP vs JD
-58.0%
+128.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.8% | -4.4% |
| 7D | -0.7% | +13.4% | -14.0% | -2.3% |
| 30D | +11.1% | +7.7% | +3.4% | +10.0% |
| 3M | +17.0% | -11.3% | +28.3% | +18.7% |
| 6M | +34.8% | -5.1% | +40.0% | +35.4% |
| YTD | -2.2% | +5.0% | -7.3% | -3.3% |
| 1Y | -6.4% | -5.6% | -0.8% | -6.2% |
| 3Y | +75.1% | +17.8% | +57.4% | +65.2% |
| All | +70.8% | -58.0% | +128.8% | +79.9% |
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