+14.6%
SNOW vs JD
-58.6%
+73.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.1% |
| 7D | +5.5% | -4.1% | +9.6% | +6.8% |
| 30D | -13.2% | +4.6% | -17.8% | -14.7% |
| 3M | -13.7% | -4.7% | -9.0% | -12.8% |
| 6M | +91.0% | -17.4% | +108.3% | +100.6% |
| YTD | +32.7% | +0.7% | +31.9% | +29.6% |
| 1Y | +13.3% | -5.9% | +19.1% | +13.1% |
| 3Y | +83.4% | +18.9% | +64.5% | +52.2% |
| 5Y | -24.7% | -62.9% | +38.2% | -7.4% |
| All | +14.6% | -58.6% | +73.2% | +36.7% |
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 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