+32.5%
EMR vs JD
-6.7%
+39.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +4.7% |
| 7D | +2.1% | +7.9% | -5.8% | +1.0% |
| 30D | +4.8% | +4.8% | 0.0% | +4.0% |
| 3M | +7.5% | -13.9% | +21.4% | +9.8% |
| 6M | +20.9% | -5.8% | +26.7% | +20.8% |
| YTD | +29.2% | +2.4% | +26.8% | +27.4% |
| All | +32.5% | -6.7% | +39.1% | +35.3% |
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