+36.4%
EEM vs JD
-15.3%
+51.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +1.9% | +0.1% |
| 7D | +2.0% | -3.0% | +5.0% | +2.7% |
| 30D | +5.1% | -19.3% | +24.4% | +10.5% |
| 3M | +4.6% | -6.0% | +10.6% | +5.4% |
| 6M | +17.8% | +1.8% | +16.0% | +15.1% |
| YTD | +25.8% | -2.6% | +28.4% | +24.6% |
| 1Y | +36.4% | -17.4% | +53.8% | +41.0% |
| All | +36.4% | -15.3% | +51.7% | +41.0% |
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