+3,185.6%
TSLA vs JD
+29.5%
+3,156.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +15.6% | -4.0% | +19.7% | +17.2% |
| 30D | +5.9% | +2.7% | +3.3% | +4.5% |
| 3M | +21.4% | -13.0% | +34.4% | +26.4% |
| 6M | -8.3% | -12.7% | +4.4% | -5.1% |
| YTD | -11.6% | -0.8% | -10.8% | -13.0% |
| 1Y | -7.7% | -8.9% | +1.2% | -6.3% |
| 3Y | +85.2% | +17.0% | +68.1% | +57.5% |
| 5Y | +15.4% | -63.5% | +78.9% | +42.5% |
| All | +3,185.6% | +29.5% | +3,156.1% | +2,354.7% |
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