+28.9%
JD vs EIX
+30.9%
-2.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | +7.9% | +0.7% | +7.2% | +7.8% |
| 30D | +4.8% | +8.8% | -4.0% | +3.2% |
| 3M | -13.9% | -10.9% | -3.0% | -13.0% |
| 6M | -5.8% | -10.3% | +4.5% | -5.2% |
| YTD | +2.4% | +5.8% | -3.4% | -0.4% |
| 1Y | -7.5% | +11.4% | -18.9% | -11.0% |
| 3Y | +20.9% | +11.1% | +9.8% | +15.3% |
| 5Y | -58.0% | +18.5% | -76.5% | -60.6% |
| 10Y | +28.9% | +32.2% | -3.3% | +10.7% |
| All | +28.9% | +30.9% | -2.1% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling