-18.6%
EWY vs JD
-11.2%
-7.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -2.0% |
| 7D | +10.4% | -4.0% | +14.4% | +9.1% |
| 30D | -12.7% | +2.7% | -15.4% | -12.2% |
| 3M | -17.3% | -13.0% | -4.3% | -19.2% |
| 6M | -18.6% | -12.7% | -5.9% | -15.5% |
| All | -18.6% | -11.2% | -7.3% | -15.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling