+18.9%
JD vs EOSE
+48.1%
-29.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.5% | -4.0% | +1.3% |
| 7D | -4.1% | +9.8% | -13.9% | -4.6% |
| 30D | +4.6% | -2.1% | +6.7% | +4.3% |
| 3M | -4.7% | -54.1% | +49.3% | -2.0% |
| 6M | -17.4% | -76.9% | +59.6% | -12.4% |
| YTD | +0.7% | -83.3% | +84.0% | +6.9% |
| 1Y | -5.9% | -87.4% | +81.6% | +1.2% |
| 3Y | +18.9% | +61.9% | -43.0% | +12.2% |
| All | +18.9% | +48.1% | -29.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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