+32.3%
JD vs EAT
+319.3%
-286.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.1% |
| 7D | -4.0% | -7.1% | +3.1% | -3.2% |
| 30D | +2.7% | -2.3% | +5.0% | +2.7% |
| 3M | -13.0% | -19.6% | +6.6% | -11.1% |
| 6M | -12.7% | +46.0% | -58.7% | -17.3% |
| YTD | -0.8% | +37.7% | -38.5% | -5.7% |
| 1Y | -8.9% | +73.8% | -82.7% | -16.0% |
| 3Y | +17.0% | +482.1% | -465.0% | -11.7% |
| 5Y | -63.5% | +362.5% | -426.0% | -72.4% |
| All | +32.3% | +319.3% | -286.9% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling