+267.8%
EMR vs JD
+18.8%
+249.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.1% |
| 7D | +3.1% | -0.8% | +3.9% | +3.2% |
| 30D | -3.5% | -16.0% | +12.5% | -1.1% |
| 3M | +9.8% | -3.2% | +13.0% | +10.0% |
| 6M | +10.8% | +6.1% | +4.7% | +9.3% |
| YTD | +15.9% | -0.1% | +16.1% | +15.4% |
| 1Y | +16.4% | -12.7% | +29.2% | +18.0% |
| 3Y | +62.1% | -6.3% | +68.4% | +58.4% |
| 5Y | +62.9% | -61.3% | +124.3% | +74.1% |
| 10Y | +267.8% | +17.6% | +250.1% | +186.8% |
| All | +267.8% | +18.8% | +249.0% | +186.8% |
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