-16.0%
JD vs EME
+18.7%
-34.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -2.6% | +0.9% | -3.5% | -2.7% |
| 30D | -15.4% | -8.4% | -7.0% | -14.9% |
| 3M | -5.0% | -3.6% | -1.4% | -5.1% |
| 6M | +0.9% | +3.6% | -2.6% | -0.9% |
| YTD | -2.5% | +22.5% | -25.0% | -7.2% |
| 1Y | -16.0% | +18.2% | -34.2% | -16.4% |
| All | -16.0% | +18.7% | -34.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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