-57.1%
JD vs EIX
+18.0%
-75.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.5% | +4.1% | +2.1% |
| 7D | +13.4% | +1.0% | +12.4% | +13.1% |
| 30D | +7.7% | +9.1% | -1.4% | +6.0% |
| 3M | -11.3% | -10.2% | -1.0% | -10.4% |
| 6M | -5.1% | -11.2% | +6.1% | -4.5% |
| YTD | +5.0% | +4.5% | +0.6% | +1.3% |
| 1Y | -5.6% | +10.9% | -16.5% | -10.5% |
| 3Y | +17.8% | +8.4% | +9.4% | +10.3% |
| All | -57.1% | +18.0% | -75.1% | -60.4% |
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