+296.4%
SAP vs JD
+50.3%
+246.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.3% | -1.8% | +0.9% |
| 7D | +4.0% | +11.7% | -7.7% | +2.2% |
| 30D | +15.7% | +8.1% | +7.6% | +14.2% |
| 3M | +23.4% | -12.0% | +35.4% | +25.8% |
| 6M | +41.3% | -3.5% | +44.8% | +41.6% |
| YTD | +2.0% | +3.3% | -1.4% | +0.8% |
| 1Y | -5.1% | -7.4% | +2.3% | -4.5% |
| 3Y | +82.1% | +16.6% | +65.5% | +69.6% |
| 5Y | +77.2% | -57.9% | +135.0% | +86.8% |
| 10Y | +233.6% | +32.6% | +201.0% | +174.7% |
| All | +296.4% | +50.3% | +246.1% | +223.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling