-17.4%
JD vs EFX
-32.8%
+15.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.2% |
| 7D | -3.0% | -9.4% | +6.4% | -1.9% |
| 30D | -19.3% | -6.9% | -12.4% | -18.7% |
| 3M | -6.0% | +0.1% | -6.1% | -6.5% |
| 6M | +1.8% | -17.3% | +19.1% | +3.6% |
| YTD | -2.6% | -21.8% | +19.3% | +0.1% |
| 1Y | -17.4% | -32.5% | +15.1% | -12.4% |
| All | -17.4% | -32.8% | +15.3% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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