-61.6%
JD vs EME
+544.7%
-606.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -2.1% |
| 7D | -3.0% | +2.7% | -5.7% | -3.4% |
| 30D | -19.3% | -6.8% | -12.5% | -18.5% |
| 3M | -6.0% | -8.8% | +2.8% | -5.2% |
| 6M | +1.8% | +5.0% | -3.2% | -0.4% |
| YTD | -2.6% | +23.5% | -26.1% | -7.9% |
| 1Y | -17.4% | +21.3% | -38.7% | -22.1% |
| 3Y | -8.6% | +241.1% | -249.7% | -36.6% |
| 5Y | -61.6% | +549.2% | -610.8% | -79.4% |
| All | -61.6% | +544.7% | -606.3% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling