-5.9%
JD vs ESTC
-3.5%
-2.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.5% |
| 7D | -4.1% | +2.4% | -6.5% | -4.1% |
| 30D | +4.6% | -4.2% | +8.9% | +4.6% |
| 3M | -4.7% | +2.5% | -7.2% | -4.9% |
| 6M | -17.4% | +81.5% | -98.8% | -18.5% |
| YTD | +0.7% | +16.8% | -16.1% | +0.2% |
| 1Y | -5.9% | -3.5% | -2.4% | -7.2% |
| All | -5.9% | -3.5% | -2.3% | -7.2% |
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