+4.6%
TSLA vs JD
-5.6%
+10.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.9% | -7.8% | -6.5% |
| 7D | +1.5% | -1.7% | +3.2% | +2.0% |
| 30D | +10.1% | -13.2% | +23.3% | +15.2% |
| 3M | -15.4% | -3.2% | -12.2% | -15.3% |
| 6M | -12.8% | +15.2% | -28.0% | -20.7% |
| YTD | -21.3% | +2.0% | -23.2% | -23.4% |
| 1Y | +4.6% | -5.4% | +10.0% | +12.2% |
| All | +4.6% | -5.6% | +10.2% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling