+36.8%
JD vs ESTC
+24.6%
+12.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.5% |
| 7D | +5.2% | -3.6% | +8.8% | +5.9% |
| 30D | +4.5% | -11.2% | +15.7% | +6.8% |
| 3M | -15.4% | +14.3% | -29.7% | -19.5% |
| 6M | -6.0% | +67.0% | -73.0% | -19.2% |
| YTD | +2.2% | +15.7% | -13.5% | -5.2% |
| 1Y | -6.7% | -6.3% | -0.4% | -9.2% |
| 3Y | +20.5% | +14.5% | +6.0% | -0.9% |
| 5Y | -58.4% | -49.9% | -8.6% | -60.1% |
| All | +36.8% | +24.6% | +12.2% | -7.9% |
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