+30.5%
JD vs EL
+56.3%
-25.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.8% |
| 7D | +13.4% | +0.8% | +12.6% | +12.8% |
| 30D | +7.7% | +16.5% | -8.8% | +1.0% |
| 3M | -11.3% | +29.2% | -40.5% | -20.9% |
| 6M | -5.1% | +27.9% | -33.1% | -16.2% |
| YTD | +5.0% | +6.2% | -1.2% | -2.4% |
| 1Y | -5.6% | +27.2% | -32.8% | -19.5% |
| 3Y | +17.8% | +3.2% | +14.6% | +1.6% |
| 5Y | -57.2% | -66.0% | +8.8% | -34.7% |
| All | +30.5% | +56.3% | -25.8% | +4.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling