-7.2%
JD vs EOSE
+49.8%
-57.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -2.3% |
| 7D | -3.0% | +15.0% | -17.9% | -3.7% |
| 30D | -19.3% | +2.5% | -21.8% | -19.6% |
| 3M | -6.0% | -33.7% | +27.7% | -4.6% |
| 6M | +1.8% | -32.7% | +34.5% | +2.4% |
| YTD | -2.6% | -63.8% | +61.2% | +0.4% |
| 1Y | -17.4% | -40.5% | +23.1% | -17.8% |
| All | -7.2% | +49.8% | -57.0% | -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