+17.8%
JD vs ESTC
+18.0%
-0.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.5% |
| 7D | +13.4% | -11.5% | +24.9% | +13.9% |
| 30D | +7.7% | -7.5% | +15.2% | +7.9% |
| 3M | -11.3% | +23.1% | -34.3% | -12.5% |
| 6M | -5.1% | +75.3% | -80.4% | -8.3% |
| YTD | +5.0% | +14.1% | -9.1% | +3.8% |
| 1Y | -5.6% | -0.6% | -5.1% | -6.1% |
| 3Y | +17.8% | +20.8% | -3.0% | +18.4% |
| All | +17.8% | +18.0% | -0.2% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling