+176.8%
EXC vs JD
+48.3%
+128.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -2.9% | -1.2% |
| 7D | +0.3% | -1.7% | +2.0% | +0.4% |
| 30D | -3.7% | -13.2% | +9.4% | -3.0% |
| 3M | -1.3% | -3.2% | +1.9% | -1.2% |
| 6M | -9.7% | +15.2% | -24.9% | -10.7% |
| YTD | +2.9% | +2.0% | +0.9% | +2.5% |
| 1Y | +4.4% | -5.4% | +9.8% | +4.3% |
| 3Y | +22.2% | -9.1% | +31.3% | +20.5% |
| 5Y | +46.7% | -59.6% | +106.3% | +49.9% |
| 10Y | +155.3% | +26.2% | +129.1% | +129.7% |
| All | +176.8% | +48.3% | +128.5% | +137.5% |
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 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