+59.0%
JD vs ECL
+219.6%
-160.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.3% |
| 7D | +13.4% | -0.8% | +14.1% | +13.6% |
| 30D | +7.7% | +8.1% | -0.4% | +4.1% |
| 3M | -11.3% | +6.4% | -17.6% | -13.7% |
| 6M | -5.1% | +14.8% | -19.9% | -11.1% |
| YTD | +5.0% | +15.5% | -10.4% | -2.1% |
| 1Y | -5.6% | +20.1% | -25.8% | -13.6% |
| 3Y | +17.8% | +77.8% | -60.0% | -11.3% |
| 5Y | -57.2% | +37.9% | -95.0% | -64.6% |
| 10Y | +34.8% | +202.7% | -167.9% | -34.5% |
| All | +59.0% | +219.6% | -160.6% | -24.0% |
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