-5.1%
JD vs EAT
+39.5%
-44.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.5% |
| 7D | +13.4% | -2.6% | +16.0% | +13.2% |
| 30D | +7.7% | +11.5% | -3.8% | +8.2% |
| 3M | -11.3% | -9.1% | -2.2% | -11.4% |
| 6M | -5.1% | +40.4% | -45.6% | +7.6% |
| All | -5.1% | +39.5% | -44.6% | +7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling