+37.1%
JD vs ESTC
+28.9%
+8.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -3.6% |
| 7D | +7.9% | -1.2% | +9.1% | +8.0% |
| 30D | +4.8% | -8.1% | +12.9% | +6.3% |
| 3M | -13.9% | +20.2% | -34.1% | -19.0% |
| 6M | -5.8% | +72.7% | -78.6% | -19.6% |
| YTD | +2.4% | +19.6% | -17.2% | -5.7% |
| 1Y | -7.5% | +0.3% | -7.8% | -11.5% |
| 3Y | +20.9% | +22.8% | -1.9% | -2.5% |
| 5Y | -58.0% | -50.9% | -7.2% | -59.5% |
| All | +37.1% | +28.9% | +8.2% | -8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling