+17.1%
JD vs EIX
+10.2%
+6.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | -4.0% | -1.5% | -2.6% | -3.9% |
| 30D | +2.7% | +8.1% | -5.5% | +1.7% |
| 3M | -13.0% | -12.1% | -0.9% | -12.0% |
| 6M | -12.7% | -13.4% | +0.7% | -11.9% |
| YTD | -0.8% | +5.6% | -6.4% | -3.7% |
| 1Y | -8.9% | +7.8% | -16.7% | -12.0% |
| All | +17.1% | +10.2% | +6.9% | +8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling