+50.1%
JD vs ESI
+46.8%
+3.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.9% | -0.7% |
| 7D | -4.0% | +8.3% | -12.3% | -6.3% |
| 30D | +2.7% | -10.4% | +13.1% | +5.3% |
| 3M | -13.0% | -13.2% | +0.1% | -10.5% |
| 6M | -12.7% | -23.9% | +11.2% | -7.8% |
| YTD | -0.8% | +34.2% | -35.0% | -13.6% |
| 1Y | -8.9% | +22.2% | -31.1% | -18.5% |
| 3Y | +17.0% | +79.2% | -62.2% | -8.7% |
| 5Y | -63.5% | +38.1% | -101.6% | -69.6% |
| 10Y | +30.5% | +323.6% | -293.0% | -22.6% |
| All | +50.1% | +46.8% | +3.3% | +12.7% |
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