+2,667.8%
TSLA vs JD
+48.9%
+2,618.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.5% | +8.0% | +6.4% |
| 7D | -6.4% | +7.9% | -14.3% | -9.0% |
| 30D | -1.2% | +4.8% | -6.0% | -3.1% |
| 3M | +15.1% | -13.9% | +29.0% | +20.0% |
| 6M | -11.7% | -5.8% | -5.9% | -11.1% |
| YTD | -15.9% | +2.4% | -18.3% | -17.9% |
| 1Y | -12.0% | -7.5% | -4.4% | -11.1% |
| 3Y | +80.0% | +20.9% | +59.2% | +53.8% |
| 5Y | +10.8% | -58.0% | +68.8% | +26.5% |
| 10Y | +2,883.7% | +28.9% | +2,854.8% | +2,147.5% |
| All | +2,667.8% | +48.9% | +2,618.9% | +1,981.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling