+54.3%
JD vs ELV
+353.5%
-299.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.6% | +2.3% |
| 7D | -1.7% | +3.3% | -5.0% | -2.5% |
| 30D | -13.2% | +4.2% | -17.3% | -14.0% |
| 3M | -3.2% | -0.1% | -3.1% | -3.6% |
| 6M | +15.2% | +41.3% | -26.0% | +5.2% |
| YTD | +2.0% | +17.4% | -15.5% | -3.1% |
| 1Y | -5.4% | +35.1% | -40.4% | -13.5% |
| 3Y | -9.1% | -3.2% | -5.9% | -11.3% |
| 5Y | -59.6% | +15.6% | -75.2% | -63.9% |
| 10Y | +26.2% | +276.8% | -250.5% | -28.0% |
| All | +54.3% | +353.5% | -299.2% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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