-17.3%
SLB vs JD
+26.7%
-44.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | -4.3% | +5.2% | -9.5% | -5.0% |
| 30D | +1.9% | +4.5% | -2.6% | +1.2% |
| 3M | -5.7% | -15.4% | +9.7% | -3.7% |
| 6M | -5.3% | -6.0% | +0.7% | -4.9% |
| YTD | +32.2% | +2.2% | +30.0% | +31.0% |
| 1Y | +38.5% | -6.7% | +45.2% | +39.0% |
| 3Y | +1.1% | +20.5% | -19.4% | -4.4% |
| 5Y | +70.3% | -58.4% | +128.7% | +79.7% |
| 10Y | -17.3% | +32.5% | -49.8% | -38.6% |
| All | -17.3% | +26.7% | -44.0% | -38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling