+20.5%
JD vs ESTC
+19.0%
+1.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | -0.1% |
| 7D | +5.2% | -3.6% | +8.8% | +5.3% |
| 30D | +4.5% | -11.2% | +15.7% | +4.9% |
| 3M | -15.4% | +14.3% | -29.7% | -16.2% |
| 6M | -6.0% | +67.0% | -73.0% | -8.9% |
| YTD | +2.2% | +15.7% | -13.5% | +0.9% |
| 1Y | -6.7% | -6.3% | -0.4% | -6.7% |
| 3Y | +20.5% | +14.5% | +6.0% | +21.8% |
| All | +20.5% | +19.0% | +1.5% | +21.8% |
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