+54.3%
JD vs EFX
+187.7%
-133.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.2% | +4.1% |
| 7D | -1.7% | -8.6% | +7.0% | +1.4% |
| 30D | -13.2% | +0.1% | -13.3% | -13.5% |
| 3M | -3.2% | +3.8% | -7.0% | -5.5% |
| 6M | +15.2% | -13.5% | +28.7% | +19.5% |
| YTD | +2.0% | -17.7% | +19.6% | +6.8% |
| 1Y | -5.4% | -25.6% | +20.2% | +2.5% |
| 3Y | -9.1% | -12.1% | +3.0% | -12.1% |
| 5Y | -59.6% | -33.8% | -25.8% | -57.2% |
| 10Y | +26.2% | +45.1% | -18.9% | -12.4% |
| All | +54.3% | +187.7% | -133.4% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling