-9.7%
JD vs EL
+25.6%
-35.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.3% | -3.3% | +2.3% |
| 7D | +9.0% | +2.5% | +6.5% | +8.6% |
| 30D | +5.2% | +20.1% | -14.9% | +3.0% |
| 3M | -15.9% | +29.3% | -45.2% | -18.3% |
| 6M | -7.7% | +38.8% | -46.5% | -11.2% |
| YTD | +0.1% | +8.1% | -8.0% | -4.2% |
| 1Y | -9.7% | +22.3% | -32.1% | -16.1% |
| All | -9.7% | +25.6% | -35.4% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling