+218.8%
EMR vs JD
+48.3%
+170.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.1% | +1.5% |
| 7D | -1.5% | -1.7% | +0.1% | -1.3% |
| 30D | -5.6% | -13.2% | +7.5% | -3.8% |
| 3M | +7.9% | -3.2% | +11.1% | +8.2% |
| 6M | +6.0% | +15.2% | -9.2% | +3.3% |
| YTD | +16.4% | +2.0% | +14.5% | +15.6% |
| 1Y | +16.6% | -5.4% | +22.0% | +16.8% |
| 3Y | +62.9% | -9.1% | +72.0% | +59.8% |
| 5Y | +60.1% | -59.6% | +119.7% | +68.7% |
| 10Y | +268.8% | +26.2% | +242.5% | +194.4% |
| All | +218.8% | +48.3% | +170.5% | +147.1% |
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