-61.3%
JD vs ENB
+69.5%
-130.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.3% |
| 7D | -1.7% | -0.2% | -1.5% | -1.6% |
| 30D | -13.2% | -2.2% | -10.9% | -12.3% |
| 3M | -3.2% | -10.5% | +7.3% | +1.9% |
| 6M | +15.2% | -5.1% | +20.3% | +17.3% |
| YTD | +2.0% | +9.0% | -7.0% | -4.3% |
| 1Y | -5.4% | +8.2% | -13.6% | -11.1% |
| 3Y | -9.1% | +67.8% | -76.9% | -37.4% |
| All | -61.3% | +69.5% | -130.8% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling