+280.0%
SAP vs JD
+52.8%
+227.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.8% | -4.4% |
| 7D | -0.7% | +13.4% | -14.0% | -2.7% |
| 30D | +11.1% | +7.7% | +3.4% | +9.7% |
| 3M | +17.0% | -11.3% | +28.3% | +19.1% |
| 6M | +34.8% | -5.1% | +40.0% | +35.5% |
| YTD | -2.2% | +5.0% | -7.3% | -3.6% |
| 1Y | -6.4% | -5.6% | -0.8% | -6.2% |
| 3Y | +75.1% | +17.8% | +57.4% | +62.8% |
| 5Y | +69.8% | -57.2% | +127.0% | +78.5% |
| 10Y | +219.8% | +34.8% | +185.1% | +162.6% |
| All | +280.0% | +52.8% | +227.2% | +208.9% |
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 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