+17.6%
JD vs ECL
+153.2%
-135.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -1.9% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | -16.0% | -2.5% | -13.6% | -15.2% |
| 3M | -3.2% | +8.3% | -11.5% | -6.4% |
| 6M | +6.1% | -1.1% | +7.1% | +6.0% |
| YTD | -0.1% | +6.5% | -6.6% | -3.1% |
| 1Y | -12.7% | +2.1% | -14.8% | -14.2% |
| 3Y | -6.3% | +57.6% | -63.9% | -23.7% |
| 5Y | -61.3% | +28.1% | -89.4% | -66.8% |
| 10Y | +17.6% | +153.2% | -135.6% | -29.3% |
| All | +17.6% | +153.2% | -135.6% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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