+32.5%
JD vs ENB
+99.3%
-66.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | +5.2% | -2.4% | +7.6% | +6.2% |
| 30D | +4.5% | +2.5% | +2.0% | +3.3% |
| 3M | -15.4% | -5.8% | -9.6% | -13.6% |
| 6M | -6.0% | -8.5% | +2.5% | -3.2% |
| YTD | +2.2% | +3.9% | -1.7% | -0.8% |
| 1Y | -6.7% | +3.7% | -10.4% | -9.3% |
| 3Y | +20.5% | +70.1% | -49.5% | -6.7% |
| 5Y | -58.4% | +53.2% | -111.6% | -66.4% |
| 10Y | +32.5% | +100.2% | -67.7% | -9.5% |
| All | +32.5% | +99.3% | -66.8% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling