+34.8%
SAP vs JD
-2.2%
+37.1%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.8% | -4.3% |
| 7D | -0.7% | +13.4% | -14.0% | -1.9% |
| 30D | +11.1% | +7.7% | +3.4% | +10.3% |
| 3M | +17.0% | -11.3% | +28.3% | +18.4% |
| 6M | +34.8% | -5.1% | +40.0% | +31.6% |
| All | +34.8% | -2.2% | +37.1% | +31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling