-12.7%
JD vs ENB
+8.5%
-21.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.0% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | -16.0% | -0.2% | -15.8% | -16.0% |
| 3M | -3.2% | -7.5% | +4.3% | -3.6% |
| 6M | +6.1% | -4.1% | +10.2% | +5.7% |
| YTD | -0.1% | +9.8% | -9.9% | -0.2% |
| 1Y | -12.7% | +8.7% | -21.4% | -10.9% |
| All | -12.7% | +8.5% | -21.2% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling