+280.3%
EMR vs JD
+29.5%
+250.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +2.7% | -4.0% | +6.7% | +3.2% |
| 30D | +2.1% | +2.7% | -0.6% | +1.6% |
| 3M | +2.3% | -13.0% | +15.3% | +4.2% |
| 6M | +22.5% | -12.7% | +35.2% | +24.4% |
| YTD | +27.2% | -0.8% | +28.0% | +26.6% |
| 1Y | +28.0% | -8.9% | +36.9% | +29.0% |
| 3Y | +103.4% | +17.0% | +86.4% | +92.2% |
| 5Y | +88.2% | -63.5% | +151.7% | +103.8% |
| All | +280.3% | +29.5% | +250.8% | +188.2% |
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 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