+50.1%
JD vs ENB
+91.7%
-41.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | -4.0% | 0.0% | -4.0% | -4.1% |
| 30D | +2.7% | +1.4% | +1.3% | +2.0% |
| 3M | -13.0% | -5.2% | -7.8% | -11.5% |
| 6M | -12.7% | -9.9% | -2.8% | -9.7% |
| YTD | -0.8% | +4.7% | -5.5% | -3.7% |
| 1Y | -8.9% | +2.8% | -11.7% | -10.9% |
| 3Y | +17.0% | +71.3% | -54.3% | -7.7% |
| 5Y | -63.5% | +58.6% | -122.1% | -70.3% |
| 10Y | +30.5% | +108.5% | -77.9% | -7.6% |
| All | +50.1% | +91.7% | -41.5% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling