+32.5%
JD vs EAT
+328.6%
-296.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +3.9% | +0.2% |
| 7D | +5.2% | -5.9% | +11.1% | +5.9% |
| 30D | +4.5% | +0.7% | +3.8% | +4.2% |
| 3M | -15.4% | -14.2% | -1.2% | -14.2% |
| 6M | -6.0% | +40.7% | -46.8% | -10.5% |
| YTD | +2.2% | +36.0% | -33.8% | -2.8% |
| 1Y | -6.7% | +83.1% | -89.7% | -14.5% |
| 3Y | +20.5% | +474.8% | -454.3% | -8.9% |
| 5Y | -58.4% | +347.6% | -406.0% | -68.4% |
| 10Y | +32.5% | +321.5% | -289.0% | -3.0% |
| All | +32.5% | +328.6% | -296.1% | -3.0% |
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