-5.9%
JD vs EME
+3.0%
-8.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | -4.1% | +8.4% | -12.5% | -4.0% |
| 30D | +4.6% | -11.5% | +16.1% | +4.9% |
| 3M | -4.7% | -20.6% | +15.9% | -4.3% |
| 6M | -17.4% | -28.5% | +11.1% | -15.1% |
| YTD | +0.7% | +8.0% | -7.3% | -4.4% |
| 1Y | -5.9% | +6.8% | -12.6% | -10.6% |
| All | -5.9% | +3.0% | -8.9% | -10.6% |
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