-12.7%
JD vs ECL
+2.9%
-15.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -16.0% | -2.5% | -13.6% | -15.7% |
| 3M | -3.2% | +8.3% | -11.5% | -4.8% |
| 6M | +6.1% | -1.1% | +7.1% | +5.8% |
| YTD | -0.1% | +6.5% | -6.6% | -1.3% |
| 1Y | -12.7% | +2.1% | -14.8% | -12.2% |
| All | -12.7% | +2.9% | -15.6% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling