+383.8%
SCHW vs JD
+45.3%
+338.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.2% | -1.9% |
| 7D | -1.3% | -0.8% | -0.5% | -1.2% |
| 30D | -0.4% | -16.0% | +15.7% | +2.4% |
| 3M | +21.7% | -3.2% | +24.9% | +22.1% |
| 6M | +13.0% | +6.1% | +6.9% | +11.4% |
| YTD | +8.0% | -0.1% | +8.1% | +7.5% |
| 1Y | +15.8% | -12.7% | +28.6% | +17.5% |
| 3Y | +87.7% | -6.3% | +94.0% | +80.4% |
| 5Y | +59.7% | -61.3% | +121.0% | +70.2% |
| 10Y | +292.9% | +17.6% | +275.3% | +190.2% |
| All | +383.8% | +45.3% | +338.6% | +245.2% |
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