+18.9%
JD vs EL
+3.0%
+15.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.3% |
| 7D | -4.1% | +1.5% | -5.7% | -4.5% |
| 30D | +4.6% | +10.0% | -5.4% | +2.2% |
| 3M | -4.7% | +28.4% | -33.2% | -10.6% |
| 6M | -17.4% | +37.1% | -54.4% | -24.1% |
| YTD | +0.7% | +7.8% | -7.1% | -3.5% |
| 1Y | -5.9% | +26.0% | -31.9% | -14.0% |
| 3Y | +18.9% | +3.8% | +15.1% | +10.8% |
| All | +18.9% | +3.0% | +15.9% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling