-15.4%
JD vs EAT
+43.6%
-59.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.9% |
| 7D | -0.8% | -4.9% | +4.1% | -0.6% |
| 30D | -16.0% | -1.2% | -14.8% | -15.9% |
| 3M | -3.2% | +52.2% | -55.4% | -4.2% |
| 6M | +6.1% | +65.0% | -59.0% | +4.9% |
| YTD | -0.1% | +55.0% | -55.1% | -0.2% |
| All | -15.4% | +43.6% | -59.0% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling