+34.4%
JD vs ES
+98.2%
-63.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.4% |
| 7D | -4.1% | +2.7% | -6.8% | -4.6% |
| 30D | +4.6% | +7.6% | -3.0% | +3.1% |
| 3M | -4.7% | +0.5% | -5.2% | -4.9% |
| 6M | -17.4% | +7.6% | -25.0% | -18.7% |
| YTD | +0.7% | +10.2% | -9.5% | -1.6% |
| 1Y | -5.9% | +1.8% | -7.7% | -6.8% |
| 3Y | +18.9% | +55.4% | -36.5% | +7.0% |
| 5Y | -62.9% | +7.3% | -70.3% | -64.7% |
| All | +34.4% | +98.2% | -63.9% | +25.3% |
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