+55.0%
JD vs EL
+79.0%
-24.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.6% |
| 7D | +7.9% | +8.0% | -0.1% | +4.4% |
| 30D | +4.8% | +15.4% | -10.6% | -1.5% |
| 3M | -13.9% | +28.5% | -42.4% | -23.3% |
| 6M | -5.8% | +32.2% | -38.0% | -18.2% |
| YTD | +2.4% | +9.2% | -6.8% | -6.1% |
| 1Y | -7.5% | +30.8% | -38.3% | -22.3% |
| 3Y | +20.9% | +3.7% | +17.2% | +4.0% |
| 5Y | -58.0% | -64.8% | +6.7% | -37.4% |
| 10Y | +28.9% | +60.0% | -31.1% | -14.9% |
| All | +55.0% | +79.0% | -24.1% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling