-61.3%
JD vs EL
-67.1%
+5.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +0.8% |
| 7D | -1.7% | +0.8% | -2.5% | -1.9% |
| 30D | -13.2% | +19.8% | -33.0% | -19.0% |
| 3M | -3.2% | +25.7% | -28.9% | -11.5% |
| 6M | +15.2% | +5.4% | +9.8% | +10.7% |
| YTD | +2.0% | +0.2% | +1.8% | -1.8% |
| 1Y | -5.4% | +20.4% | -25.8% | -16.3% |
| 3Y | -9.1% | -32.1% | +23.0% | +0.6% |
| All | -61.3% | -67.1% | +5.9% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling