-61.3%
JD vs ESI
+72.3%
-133.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | +0.8% |
| 7D | -1.7% | +3.3% | -5.0% | -2.9% |
| 30D | -13.2% | -5.9% | -7.3% | -11.5% |
| 3M | -3.2% | -14.1% | +10.9% | +0.4% |
| 6M | +15.2% | +6.6% | +8.7% | +6.8% |
| YTD | +2.0% | +45.0% | -43.0% | -19.1% |
| 1Y | -5.4% | +41.5% | -46.8% | -24.5% |
| 3Y | -9.1% | +78.8% | -87.9% | -38.8% |
| All | -61.3% | +72.3% | -133.6% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling