-61.8%
JD vs EOSE
-70.2%
+8.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +0.3% |
| 7D | -2.6% | +14.0% | -16.6% | -3.4% |
| 30D | -15.4% | -5.9% | -9.5% | -15.3% |
| 3M | -5.0% | -34.3% | +29.2% | -3.4% |
| 6M | +0.9% | -37.8% | +38.7% | +1.9% |
| YTD | -2.5% | -65.2% | +62.7% | +1.0% |
| 1Y | -16.0% | -41.9% | +25.9% | -16.7% |
| 3Y | -8.5% | +44.6% | -53.1% | -19.6% |
| 5Y | -61.8% | -69.2% | +7.4% | -64.0% |
| All | -61.8% | -70.2% | +8.5% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling