+226.4%
EWY vs JD
-8.1%
+234.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +2.9% | +0.9% |
| 7D | +6.7% | -3.0% | +9.6% | +7.2% |
| 30D | +17.0% | -19.3% | +36.3% | +21.4% |
| 3M | +3.7% | -6.0% | +9.7% | +4.3% |
| 6M | +42.5% | +1.8% | +40.7% | +41.0% |
| YTD | +96.2% | -2.6% | +98.8% | +95.6% |
| 1Y | +160.4% | -17.4% | +177.8% | +167.1% |
| All | +226.4% | -8.1% | +234.5% | +225.5% |
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