+54.3%
JD vs ESI
+58.7%
-4.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | +1.0% |
| 7D | -1.7% | +3.3% | -5.0% | -2.6% |
| 30D | -13.2% | -5.9% | -7.3% | -11.8% |
| 3M | -3.2% | -14.1% | +10.9% | -0.2% |
| 6M | +15.2% | +6.6% | +8.7% | +9.8% |
| YTD | +2.0% | +45.0% | -43.0% | -12.3% |
| 1Y | -5.4% | +41.5% | -46.8% | -18.2% |
| 3Y | -9.1% | +78.8% | -87.9% | -28.2% |
| 5Y | -59.6% | +70.9% | -130.5% | -68.0% |
| 10Y | +26.2% | +317.1% | -290.8% | -24.9% |
| All | +54.3% | +58.7% | -4.4% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling