-61.3%
JD vs EIX
+22.8%
-84.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.7% |
| 7D | -1.7% | -19.1% | +17.4% | +1.7% |
| 30D | -13.2% | -16.9% | +3.8% | -10.9% |
| 3M | -3.2% | -20.0% | +16.8% | -0.2% |
| 6M | +15.2% | -21.3% | +36.5% | +19.1% |
| YTD | +2.0% | -1.7% | +3.7% | -0.5% |
| 1Y | -5.4% | +9.6% | -14.9% | -10.5% |
| 3Y | -9.1% | -3.7% | -5.4% | -12.2% |
| All | -61.3% | +22.8% | -84.0% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling