-60.8%
JD vs EOSE
-61.3%
+0.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.9% | -9.0% | +1.2% |
| 7D | -1.7% | +19.0% | -20.7% | -2.9% |
| 30D | -13.2% | +1.6% | -14.7% | -13.5% |
| 3M | -3.2% | -52.0% | +48.8% | +0.7% |
| 6M | +15.2% | -42.5% | +57.7% | +17.1% |
| YTD | +2.0% | -66.1% | +68.1% | +6.1% |
| 1Y | -5.4% | -47.1% | +41.8% | -5.7% |
| 3Y | -9.1% | +0.8% | -9.9% | -19.2% |
| 5Y | -59.6% | -71.7% | +12.0% | -63.9% |
| All | -60.8% | -61.3% | +0.5% | -65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling