-61.3%
JD vs EAT
+326.5%
-387.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.6% |
| 7D | -0.8% | -4.9% | +4.1% | -0.1% |
| 30D | -16.0% | -1.2% | -14.8% | -16.0% |
| 3M | -3.2% | +52.2% | -55.4% | -9.3% |
| 6M | +6.1% | +65.0% | -59.0% | -2.6% |
| YTD | -0.1% | +55.0% | -55.1% | -7.5% |
| 1Y | -12.7% | +42.1% | -54.8% | -18.4% |
| 3Y | -6.3% | +614.7% | -621.0% | -43.3% |
| 5Y | -61.3% | +322.7% | -384.1% | -76.6% |
| All | -61.3% | +326.5% | -387.8% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling