-61.3%
JD vs ES
-5.6%
-55.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | -13.2% | -2.0% | -11.2% | -12.9% |
| 3M | -3.2% | +1.7% | -4.9% | -3.7% |
| 6M | +15.2% | -3.5% | +18.8% | +15.7% |
| YTD | +2.0% | +7.9% | -5.9% | 0.0% |
| 1Y | -5.4% | +17.2% | -22.5% | -9.1% |
| 3Y | -9.1% | +29.3% | -38.4% | -16.9% |
| All | -61.3% | -5.6% | -55.6% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling