+7.9%
SNOW vs JD
-60.2%
+68.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.9% | -7.3% | -6.0% |
| 7D | +2.8% | -1.7% | +4.5% | +3.3% |
| 30D | +6.4% | -13.2% | +19.6% | +10.8% |
| 3M | +38.1% | -3.2% | +41.3% | +38.9% |
| 6M | +100.4% | +15.2% | +85.2% | +88.1% |
| YTD | +53.7% | +2.0% | +51.7% | +50.2% |
| 1Y | +52.0% | -5.4% | +57.3% | +51.6% |
| 3Y | +114.7% | -9.1% | +123.8% | +99.9% |
| All | +7.9% | -60.2% | +68.1% | +32.7% |
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 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