+32.1%
SNOW vs JD
-59.0%
+91.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | +0.2% |
| 7D | +4.9% | -0.8% | +5.7% | +5.1% |
| 30D | +1.5% | -16.0% | +17.6% | +7.0% |
| 3M | +39.5% | -3.2% | +42.7% | +40.3% |
| 6M | +85.9% | +6.1% | +79.8% | +79.2% |
| YTD | +52.9% | -0.1% | +53.1% | +50.4% |
| 1Y | +48.1% | -12.7% | +60.8% | +51.8% |
| 3Y | +102.2% | -6.3% | +108.5% | +85.3% |
| 5Y | +5.5% | -61.3% | +66.8% | +27.5% |
| All | +32.1% | -59.0% | +91.1% | +58.6% |
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