+28.9%
JD vs ECL
+205.6%
-176.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.3% |
| 7D | +7.9% | -0.5% | +8.4% | +8.0% |
| 30D | +4.8% | +8.8% | -4.1% | +1.3% |
| 3M | -13.9% | +7.8% | -21.8% | -16.5% |
| 6M | -5.8% | +21.3% | -27.1% | -13.0% |
| YTD | +2.4% | +17.8% | -15.4% | -4.5% |
| 1Y | -7.5% | +21.1% | -28.6% | -14.8% |
| 3Y | +20.9% | +80.1% | -59.2% | -6.6% |
| 5Y | -58.0% | +40.5% | -98.5% | -65.1% |
| 10Y | +28.9% | +197.7% | -168.9% | -24.6% |
| All | +28.9% | +205.6% | -176.7% | -24.6% |
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