+17.6%
JD vs EAT
+373.3%
-355.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.7% |
| 7D | -0.8% | -4.9% | +4.1% | -0.2% |
| 30D | -16.0% | -1.2% | -14.8% | -16.0% |
| 3M | -3.2% | +52.2% | -55.4% | -8.1% |
| 6M | +6.1% | +65.0% | -59.0% | -0.9% |
| YTD | -0.1% | +55.0% | -55.1% | -6.1% |
| 1Y | -12.7% | +42.1% | -54.8% | -17.4% |
| 3Y | -6.3% | +614.7% | -621.0% | -31.0% |
| 5Y | -61.3% | +322.7% | -384.1% | -70.5% |
| 10Y | +17.6% | +382.0% | -364.4% | -15.5% |
| All | +17.6% | +373.3% | -355.7% | -15.5% |
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