+18.3%
EW vs JD
-8.1%
+26.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | +0.1% |
| 7D | -0.3% | -1.7% | +1.3% | -0.3% |
| 30D | +1.0% | -13.2% | +14.2% | +1.5% |
| 3M | +2.8% | -3.2% | +6.0% | +2.9% |
| 6M | +5.5% | +15.2% | -9.7% | +5.1% |
| YTD | +5.5% | +2.0% | +3.5% | +5.4% |
| 1Y | +11.0% | -5.4% | +16.4% | +11.1% |
| All | +18.3% | -8.1% | +26.4% | +15.1% |
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 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