+56.4%
JD vs ES
+145.9%
-89.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +2.9% |
| 7D | +11.7% | +5.9% | +5.8% | +10.6% |
| 30D | +8.1% | +10.2% | -2.1% | +6.2% |
| 3M | -12.0% | +0.4% | -12.4% | -12.1% |
| 6M | -3.5% | +6.9% | -10.4% | -4.9% |
| YTD | +3.3% | +10.5% | -7.2% | +1.1% |
| 1Y | -7.4% | +3.2% | -10.6% | -8.5% |
| 3Y | +16.6% | +49.0% | -32.5% | +6.5% |
| 5Y | -57.9% | +4.5% | -62.3% | -59.6% |
| 10Y | +32.6% | +92.3% | -59.7% | +19.8% |
| All | +56.4% | +145.9% | -89.5% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling