-8.2%
EW vs JD
-63.0%
+54.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.3% | +1.1% |
| 7D | +4.9% | -4.1% | +9.0% | +5.3% |
| 30D | +23.9% | +4.6% | +19.3% | +23.3% |
| 3M | +15.8% | -4.7% | +20.5% | +16.3% |
| 6M | +31.7% | -17.4% | +49.0% | +34.0% |
| YTD | +25.7% | +0.7% | +25.0% | +25.1% |
| 1Y | +24.4% | -5.9% | +30.3% | +24.7% |
| 3Y | +65.9% | +18.9% | +47.0% | +55.8% |
| All | -8.2% | -63.0% | +54.8% | -0.7% |
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