+54.3%
JD vs ECL
+196.0%
-141.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -1.7% | -2.6% | +0.9% | -0.6% |
| 30D | -13.2% | -2.2% | -11.0% | -12.4% |
| 3M | -3.2% | +10.1% | -13.3% | -7.4% |
| 6M | +15.2% | -5.7% | +21.0% | +17.4% |
| YTD | +2.0% | +7.0% | -5.0% | -1.7% |
| 1Y | -5.4% | +2.7% | -8.0% | -7.4% |
| 3Y | -9.1% | +57.7% | -66.8% | -27.8% |
| 5Y | -59.6% | +31.1% | -90.7% | -66.0% |
| 10Y | +26.2% | +150.9% | -124.6% | -31.4% |
| All | +54.3% | +196.0% | -141.7% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling