+103.3%
EMR vs JD
+17.9%
+85.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.2% |
| 7D | +2.8% | -4.1% | +7.0% | +3.4% |
| 30D | +3.7% | +4.6% | -1.0% | +2.9% |
| 3M | +2.0% | -4.7% | +6.8% | +2.6% |
| 6M | +22.1% | -17.4% | +39.5% | +25.0% |
| YTD | +27.2% | +0.7% | +26.5% | +26.3% |
| 1Y | +32.0% | -5.9% | +37.9% | +32.2% |
| 3Y | +103.3% | +18.9% | +84.4% | +102.5% |
| All | +103.3% | +17.9% | +85.4% | +102.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling