+32.5%
JD vs ES
+87.3%
-54.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +5.2% | +0.9% | +4.3% | +5.0% |
| 30D | +4.5% | +5.9% | -1.4% | +3.3% |
| 3M | -15.4% | -1.0% | -14.4% | -15.3% |
| 6M | -6.0% | +7.2% | -13.2% | -7.6% |
| YTD | +2.2% | +7.0% | -4.8% | +0.4% |
| 1Y | -6.7% | +0.5% | -7.1% | -7.3% |
| 3Y | +20.5% | +48.7% | -28.1% | +9.3% |
| 5Y | -58.4% | +1.9% | -60.4% | -60.1% |
| 10Y | +32.5% | +89.2% | -56.7% | +23.5% |
| All | +32.5% | +87.3% | -54.9% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling