+250.1%
SAP vs JD
+48.3%
+201.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.2% |
| 7D | -2.9% | -1.7% | -1.2% | -2.6% |
| 30D | +9.0% | -13.2% | +22.2% | +11.4% |
| 3M | +14.9% | -3.2% | +18.1% | +15.4% |
| 6M | +11.9% | +15.2% | -3.3% | +8.8% |
| YTD | -9.9% | +2.0% | -11.9% | -10.7% |
| 1Y | -19.5% | -5.4% | -14.2% | -19.4% |
| 3Y | +61.8% | -9.1% | +70.9% | +57.2% |
| 5Y | +56.2% | -59.6% | +115.8% | +65.7% |
| 10Y | +180.6% | +26.2% | +154.4% | +132.4% |
| All | +250.1% | +48.3% | +201.8% | +186.2% |
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