-6.4%
JD vs ECL
+20.9%
-27.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -2.9% |
| 7D | +7.9% | -0.5% | +8.4% | +7.9% |
| 30D | +4.8% | +8.8% | -4.1% | +2.8% |
| 3M | -13.9% | +7.8% | -21.8% | -15.4% |
| 6M | -5.8% | +21.3% | -27.1% | -10.0% |
| YTD | +2.4% | +17.8% | -15.4% | -1.8% |
| All | -6.4% | +20.9% | -27.4% | -10.6% |
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 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