-61.5%
JD vs EQX
+83.7%
-145.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -4.2% | -3.2% | -1.0% | -3.7% |
| 30D | -14.4% | +7.8% | -22.2% | -15.7% |
| 3M | -3.6% | +21.3% | -24.9% | -7.5% |
| 6M | -0.3% | -22.4% | +22.1% | +2.8% |
| YTD | -2.4% | -11.3% | +9.0% | -2.8% |
| 1Y | -18.5% | +13.5% | -32.0% | -23.4% |
| 3Y | -7.0% | +162.1% | -169.2% | -30.6% |
| All | -61.5% | +83.7% | -145.1% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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