-9.7%
JD vs ESTC
+1.6%
-11.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.1% |
| 7D | +9.0% | -15.9% | +24.8% | +9.2% |
| 30D | +5.2% | -5.5% | +10.7% | +5.2% |
| 3M | -15.9% | +26.2% | -42.1% | -16.4% |
| 6M | -7.7% | +77.0% | -84.7% | -8.8% |
| YTD | +0.1% | +18.9% | -18.8% | -0.5% |
| 1Y | -9.7% | +1.3% | -11.0% | -11.1% |
| All | -9.7% | +1.6% | -11.3% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling