+54.3%
JD vs EME
+1,676.6%
-1,622.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.1% | +1.4% |
| 7D | -1.7% | +1.9% | -3.6% | -2.1% |
| 30D | -13.2% | -8.3% | -4.9% | -11.5% |
| 3M | -3.2% | -10.7% | +7.6% | -1.5% |
| 6M | +15.2% | +1.9% | +13.3% | +12.6% |
| YTD | +2.0% | +23.5% | -21.5% | -5.8% |
| 1Y | -5.4% | +18.0% | -23.3% | -12.3% |
| 3Y | -9.1% | +236.1% | -245.2% | -41.6% |
| 5Y | -59.6% | +527.9% | -587.5% | -79.3% |
| 10Y | +26.2% | +1,252.8% | -1,226.5% | -55.2% |
| All | +54.3% | +1,676.6% | -1,622.3% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling