+188.8%
EXC vs JD
+48.6%
+140.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | +0.1% | +5.2% | -5.1% | -0.2% |
| 30D | +9.0% | +4.5% | +4.5% | +8.7% |
| 3M | +3.3% | -15.4% | +18.7% | +4.2% |
| 6M | +5.7% | -6.0% | +11.7% | +5.9% |
| YTD | +7.3% | +2.2% | +5.2% | +6.9% |
| 1Y | +2.9% | -6.7% | +9.6% | +3.0% |
| 3Y | +29.3% | +20.5% | +8.8% | +25.0% |
| 5Y | +40.1% | -58.4% | +98.5% | +42.8% |
| 10Y | +197.7% | +32.5% | +165.2% | +167.0% |
| All | +188.8% | +48.6% | +140.3% | +147.7% |
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