+22.6%
JD vs ELF
+357.0%
-334.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.6% |
| 7D | -1.7% | +5.4% | -7.0% | -2.4% |
| 30D | -13.2% | +27.0% | -40.1% | -16.3% |
| 3M | -3.2% | +113.2% | -116.4% | -13.8% |
| 6M | +15.2% | +36.6% | -21.3% | +8.9% |
| YTD | +2.0% | +44.2% | -42.2% | -4.9% |
| 1Y | -5.4% | -18.0% | +12.6% | -5.5% |
| 3Y | -9.1% | -19.9% | +10.8% | -14.9% |
| 5Y | -59.6% | +257.7% | -317.3% | -72.7% |
| All | +22.6% | +357.0% | -334.3% | -29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling