+32.5%
JD vs EL
+60.9%
-28.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +5.2% | +7.6% | -2.4% | +2.0% |
| 30D | +4.5% | +15.7% | -11.2% | -1.7% |
| 3M | -15.4% | +30.5% | -46.0% | -24.9% |
| 6M | -6.0% | +32.5% | -38.6% | -18.2% |
| YTD | +2.2% | +9.4% | -7.3% | -6.2% |
| 1Y | -6.7% | +28.4% | -35.0% | -20.5% |
| 3Y | +20.5% | +4.4% | +16.1% | +3.8% |
| 5Y | -58.4% | -64.5% | +6.1% | -37.8% |
| 10Y | +32.5% | +64.9% | -32.4% | +5.5% |
| All | +32.5% | +60.9% | -28.4% | +5.5% |
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