+2,492.3%
TSLA vs JD
+48.3%
+2,444.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +15.0% |
| 3M | -15.4% | -3.2% | -12.2% | -15.0% |
| 6M | -12.8% | +15.2% | -28.0% | -17.8% |
| YTD | -21.3% | +2.0% | -23.2% | -22.7% |
| 1Y | +4.6% | -5.4% | +10.0% | +5.3% |
| 3Y | +44.5% | -9.1% | +53.6% | +37.1% |
| 5Y | +44.8% | -59.6% | +104.4% | +67.9% |
| 10Y | +2,585.4% | +26.2% | +2,559.2% | +1,941.6% |
| All | +2,492.3% | +48.3% | +2,444.1% | +1,861.3% |
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