-20.7%
SLB vs JD
+48.3%
-69.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.1% |
| 7D | +0.8% | -1.7% | +2.5% | +1.1% |
| 30D | +15.8% | -13.2% | +29.0% | +18.1% |
| 3M | -0.3% | -3.2% | +2.8% | 0.0% |
| 6M | +21.3% | +15.2% | +6.1% | +18.4% |
| YTD | +52.3% | +2.0% | +50.3% | +51.3% |
| 1Y | +63.6% | -5.4% | +69.0% | +63.9% |
| 3Y | +3.8% | -9.1% | +12.9% | +1.9% |
| 5Y | +128.6% | -59.6% | +188.3% | +141.0% |
| 10Y | -3.1% | +26.2% | -29.3% | -24.0% |
| All | -20.7% | +48.3% | -69.0% | -39.7% |
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