-6.3%
JD vs EME
+249.1%
-255.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.5% | -4.6% | -2.3% |
| 7D | -0.8% | +5.2% | -5.9% | -1.3% |
| 30D | -16.0% | -5.4% | -10.7% | -15.7% |
| 3M | -3.2% | -6.1% | +2.9% | -2.8% |
| 6M | +6.1% | +9.7% | -3.6% | +4.0% |
| YTD | -0.1% | +26.6% | -26.7% | -4.1% |
| 1Y | -12.7% | +24.6% | -37.4% | -16.1% |
| 3Y | -6.3% | +249.6% | -255.9% | -24.5% |
| All | -6.3% | +249.1% | -255.4% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling