+59.0%
JD vs EAT
+406.2%
-347.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.0% |
| 7D | +13.4% | -2.6% | +16.0% | +13.7% |
| 30D | +7.7% | +11.5% | -3.8% | +5.9% |
| 3M | -11.3% | -9.1% | -2.2% | -10.6% |
| 6M | -5.1% | +40.4% | -45.6% | -10.2% |
| YTD | +5.0% | +43.9% | -38.9% | -1.3% |
| 1Y | -5.6% | +101.9% | -107.6% | -15.6% |
| 3Y | +17.8% | +489.9% | -472.1% | -14.0% |
| 5Y | -57.2% | +362.6% | -419.8% | -68.6% |
| 10Y | +34.8% | +385.7% | -350.9% | -4.4% |
| All | +59.0% | +406.2% | -347.2% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling