+15.9%
JD vs ENB
+68.0%
-52.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.4% | +4.7% | +3.6% |
| 7D | +11.7% | -2.4% | +14.1% | +12.3% |
| 30D | +8.1% | +3.4% | +4.7% | +7.1% |
| 3M | -12.0% | -6.1% | -5.9% | -10.7% |
| 6M | -3.5% | -10.0% | +6.5% | -1.3% |
| YTD | +3.3% | +4.7% | -1.3% | -0.2% |
| 1Y | -7.4% | +7.5% | -14.9% | -11.7% |
| All | +15.9% | +68.0% | -52.2% | -19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling