+280.0%
EMR vs JD
+26.7%
+253.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | +0.7% | +5.2% | -4.5% | -0.1% |
| 30D | +3.5% | +4.5% | -1.0% | +2.8% |
| 3M | +5.9% | -15.4% | +21.3% | +8.3% |
| 6M | +19.4% | -6.0% | +25.5% | +20.0% |
| YTD | +27.7% | +2.2% | +25.5% | +26.5% |
| 1Y | +30.9% | -6.7% | +37.6% | +31.4% |
| 3Y | +104.2% | +20.5% | +83.7% | +92.1% |
| 5Y | +89.6% | -58.4% | +148.1% | +100.3% |
| 10Y | +280.0% | +32.5% | +247.5% | +187.4% |
| All | +280.0% | +26.7% | +253.3% | +187.4% |
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