+195.2%
EXC vs JD
+50.3%
+144.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.3% | -2.7% | +0.4% |
| 7D | +1.4% | +11.7% | -10.4% | +0.7% |
| 30D | +11.6% | +8.1% | +3.6% | +11.1% |
| 3M | +2.7% | -12.0% | +14.6% | +3.3% |
| 6M | +2.7% | -3.5% | +6.2% | +2.7% |
| YTD | +9.7% | +3.3% | +6.4% | +9.2% |
| 1Y | +4.5% | -7.4% | +12.0% | +4.7% |
| 3Y | +28.5% | +16.6% | +11.9% | +24.5% |
| 5Y | +43.9% | -57.9% | +101.8% | +46.7% |
| 10Y | +183.7% | +32.6% | +151.1% | +154.6% |
| All | +195.2% | +50.3% | +144.9% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling