+2,522.7%
TSLA vs JD
+52.8%
+2,469.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.6% | +2.6% | +3.7% |
| 7D | -10.4% | +13.4% | -23.8% | -14.2% |
| 30D | -5.2% | +7.7% | -12.9% | -7.8% |
| 3M | +12.1% | -11.3% | +23.4% | +15.8% |
| 6M | -10.2% | -5.1% | -5.0% | -9.7% |
| YTD | -20.3% | +5.0% | -25.4% | -22.9% |
| 1Y | -19.7% | -5.6% | -14.0% | -19.4% |
| 3Y | +63.4% | +17.8% | +45.6% | +41.1% |
| 5Y | -12.1% | -57.2% | +45.1% | -0.2% |
| 10Y | +2,719.7% | +34.8% | +2,685.0% | +1,997.8% |
| All | +2,522.7% | +52.8% | +2,469.9% | +1,856.7% |
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 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