+238.7%
EMR vs JD
+52.8%
+186.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | -1.6% | +13.4% | -14.9% | -3.4% |
| 30D | +2.0% | +7.7% | -5.7% | +0.8% |
| 3M | +3.8% | -11.3% | +15.1% | +5.4% |
| 6M | +10.5% | -5.1% | +15.7% | +10.9% |
| YTD | +23.7% | +5.0% | +18.7% | +22.1% |
| 1Y | +25.4% | -5.6% | +31.0% | +25.7% |
| 3Y | +86.6% | +17.8% | +68.8% | +76.4% |
| 5Y | +83.0% | -57.2% | +140.2% | +91.4% |
| 10Y | +319.5% | +34.8% | +284.7% | +231.7% |
| All | +238.7% | +52.8% | +186.0% | +161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling