+17.1%
JD vs ESI
+80.4%
-63.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.9% |
| 7D | -4.0% | +8.3% | -12.3% | -5.7% |
| 30D | +2.7% | -10.4% | +13.1% | +4.7% |
| 3M | -13.0% | -13.2% | +0.1% | -11.0% |
| 6M | -12.7% | -23.9% | +11.2% | -8.4% |
| YTD | -0.8% | +34.2% | -35.0% | -16.2% |
| 1Y | -8.9% | +22.2% | -31.1% | -20.3% |
| All | +17.1% | +80.4% | -63.3% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 3y: compounded portfolio wealth divided by compounded ESI 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…
3y analysis · Full analysis span regression · 6 months rolling