+62.5%
SLB vs JD
-58.0%
+120.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.1% | +0.4% |
| 7D | -7.1% | +13.4% | -20.5% | -8.2% |
| 30D | +4.1% | +7.7% | -3.6% | +3.4% |
| 3M | -2.6% | -11.3% | +8.6% | -1.7% |
| 6M | -8.6% | -5.1% | -3.4% | -8.3% |
| YTD | +32.2% | +5.0% | +27.2% | +31.2% |
| 1Y | +40.7% | -5.6% | +46.3% | +40.8% |
| 3Y | -4.5% | +17.8% | -22.3% | -6.4% |
| All | +62.5% | -58.0% | +120.5% | +66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling