+28.9%
JD vs ENB
+99.8%
-70.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | +7.9% | -3.7% | +11.6% | +9.5% |
| 30D | +4.8% | +1.7% | +3.0% | +3.9% |
| 3M | -13.9% | -6.3% | -7.6% | -11.9% |
| 6M | -5.8% | -9.2% | +3.4% | -2.7% |
| YTD | +2.4% | +3.1% | -0.7% | -0.2% |
| 1Y | -7.5% | +3.4% | -10.9% | -10.1% |
| 3Y | +20.9% | +68.9% | -48.1% | -6.2% |
| 5Y | -58.0% | +51.7% | -109.8% | -65.9% |
| 10Y | +28.9% | +98.3% | -69.4% | -11.6% |
| All | +28.9% | +99.8% | -70.9% | -11.6% |
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