-7.2%
JD vs ELAN
+96.4%
-103.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.7% |
| 7D | -2.6% | -6.4% | +3.8% | -1.3% |
| 30D | -15.4% | +0.6% | -15.9% | -15.6% |
| 3M | -5.0% | 0.0% | -5.0% | -5.6% |
| 6M | +0.9% | -3.4% | +4.3% | +0.3% |
| YTD | -2.5% | +1.0% | -3.5% | -4.1% |
| 1Y | -16.0% | +24.7% | -40.7% | -21.3% |
| All | -7.2% | +96.4% | -103.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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