+171.7%
EOG vs JD
-60.2%
+231.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.6% |
| 7D | +1.3% | -1.7% | +3.0% | +1.4% |
| 30D | +8.2% | -13.2% | +21.3% | +9.0% |
| 3M | +3.8% | -3.2% | +7.0% | +4.0% |
| 6M | +15.3% | +15.2% | +0.1% | +14.1% |
| YTD | +41.7% | +2.0% | +39.7% | +41.2% |
| 1Y | +23.6% | -5.4% | +28.9% | +23.6% |
| 3Y | +23.3% | -9.1% | +32.4% | +22.3% |
| All | +171.7% | -60.2% | +231.9% | +184.7% |
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