-6.7%
JD vs ELF
+56.1%
-62.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | +5.2% | +6.3% | -1.1% | +4.6% |
| 30D | +4.5% | +8.5% | -4.0% | +3.6% |
| 3M | -15.4% | +24.4% | -39.8% | -17.2% |
| 6M | -6.0% | +94.7% | -100.8% | -11.1% |
| YTD | +2.2% | +55.9% | -53.7% | -1.6% |
| 1Y | -6.7% | +48.4% | -55.1% | -9.6% |
| All | -6.7% | +56.1% | -62.8% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 1y: compounded portfolio wealth divided by compounded ELF 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…
1y analysis · Full analysis span regression · 6 months rolling