-6.4%
JD vs ESTC
+0.3%
-6.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -2.5% |
| 7D | +7.9% | -1.2% | +9.1% | +7.9% |
| 30D | +4.8% | -8.1% | +12.9% | +4.8% |
| 3M | -13.9% | +20.2% | -34.1% | -14.3% |
| 6M | -5.8% | +72.7% | -78.6% | -7.0% |
| YTD | +2.4% | +19.6% | -17.2% | +1.9% |
| All | -6.4% | +0.3% | -6.7% | -7.7% |
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