+90.2%
EMR vs JD
-63.0%
+153.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.1% |
| 7D | +2.8% | -4.1% | +7.0% | +3.3% |
| 30D | +3.7% | +4.6% | -1.0% | +3.1% |
| 3M | +2.0% | -4.7% | +6.8% | +2.5% |
| 6M | +22.1% | -17.4% | +39.5% | +24.4% |
| YTD | +27.2% | +0.7% | +26.5% | +26.5% |
| 1Y | +32.0% | -5.9% | +37.9% | +32.3% |
| 3Y | +103.3% | +18.9% | +84.4% | +96.6% |
| All | +90.2% | -63.0% | +153.3% | +94.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling