+52.1%
JD vs ELV
+380.0%
-328.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +0.4% | -1.1% | +1.5% | +0.7% |
| 30D | +4.2% | +1.8% | +2.5% | +3.7% |
| 3M | -12.8% | +10.5% | -23.2% | -15.0% |
| 6M | -8.8% | +13.5% | -22.2% | -12.0% |
| YTD | +0.5% | +24.3% | -23.8% | -6.0% |
| 1Y | -8.8% | +38.9% | -47.7% | -17.1% |
| 3Y | +18.6% | -1.5% | +20.0% | +15.3% |
| 5Y | -62.2% | +7.3% | -69.5% | -65.2% |
| 10Y | +32.2% | +268.7% | -236.5% | -23.4% |
| All | +52.1% | +380.0% | -328.0% | -5.8% |
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