+55.0%
JD vs ELV
+367.5%
-312.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.1% |
| 7D | +7.9% | +1.1% | +6.8% | +7.6% |
| 30D | +4.8% | +1.3% | +3.4% | +4.4% |
| 3M | -13.9% | +6.6% | -20.5% | -15.4% |
| 6M | -5.8% | +11.6% | -17.4% | -8.8% |
| YTD | +2.4% | +21.1% | -18.7% | -3.6% |
| 1Y | -7.5% | +34.2% | -41.8% | -15.3% |
| 3Y | +20.9% | -2.9% | +23.8% | +18.0% |
| 5Y | -58.0% | +4.6% | -62.7% | -61.1% |
| 10Y | +28.9% | +272.8% | -243.9% | -25.8% |
| All | +55.0% | +367.5% | -312.5% | -3.4% |
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