+17.8%
JD vs ECL
+78.2%
-60.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.0% |
| 7D | +13.4% | -0.8% | +14.1% | +13.4% |
| 30D | +7.7% | +8.1% | -0.4% | +5.9% |
| 3M | -11.3% | +6.4% | -17.6% | -12.5% |
| 6M | -5.1% | +14.8% | -19.9% | -8.1% |
| YTD | +5.0% | +15.5% | -10.4% | +1.6% |
| 1Y | -5.6% | +20.1% | -25.8% | -9.5% |
| 3Y | +17.8% | +77.8% | -60.0% | +5.5% |
| All | +17.8% | +78.2% | -60.4% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling