+147.8%
EWY vs JD
-15.9%
+163.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.1% | -4.2% | +4.2% | +0.8% |
| 30D | +7.3% | -14.4% | +21.7% | +10.9% |
| 3M | -5.1% | -3.6% | -1.6% | -5.8% |
| 6M | +42.1% | -0.3% | +42.4% | +38.7% |
| YTD | +94.1% | -2.4% | +96.5% | +90.1% |
| 1Y | +147.8% | -18.5% | +166.4% | +155.9% |
| All | +147.8% | -15.9% | +163.7% | +155.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling