+34.4%
JD vs EAT
+320.8%
-286.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.2% | +1.5% |
| 7D | -4.1% | -4.0% | -0.1% | -3.7% |
| 30D | +4.6% | -2.9% | +7.5% | +4.8% |
| 3M | -4.7% | -16.9% | +12.1% | -3.0% |
| 6M | -17.4% | +57.0% | -74.3% | -22.3% |
| YTD | +0.7% | +38.2% | -37.5% | -4.3% |
| 1Y | -5.9% | +69.3% | -75.2% | -12.9% |
| 3Y | +18.9% | +483.0% | -464.1% | -10.3% |
| 5Y | -62.9% | +364.1% | -427.1% | -72.0% |
| All | +34.4% | +320.8% | -286.4% | +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