+110.9%
SNOW vs JD
-4.6%
+115.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -5.7% |
| 7D | +2.8% | -1.7% | +4.5% | +3.0% |
| 30D | +6.4% | -13.2% | +19.6% | +8.4% |
| 3M | +38.1% | -3.2% | +41.3% | +38.4% |
| 6M | +100.4% | +15.2% | +85.2% | +93.6% |
| YTD | +53.7% | +2.0% | +51.7% | +51.8% |
| 1Y | +52.0% | -5.4% | +57.3% | +51.8% |
| All | +110.9% | -4.6% | +115.5% | +114.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling