+4.3%
EWZ vs JD
-7.3%
+11.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -1.5% | +13.4% | -14.8% | -3.7% |
| 30D | -24.5% | +7.7% | -32.2% | -25.6% |
| 3M | -10.7% | -11.3% | +0.6% | -9.0% |
| 6M | -19.1% | -5.1% | -13.9% | -18.7% |
| YTD | +1.6% | +5.0% | -3.4% | -1.5% |
| 1Y | +4.3% | -5.6% | +9.9% | +2.0% |
| All | +4.3% | -7.3% | +11.6% | +2.0% |
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