-62.2%
JD vs ESTC
-51.0%
-11.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +0.4% | -2.6% | +3.1% | +0.8% |
| 30D | +4.2% | -8.6% | +12.8% | +5.6% |
| 3M | -12.8% | +14.4% | -27.1% | -16.5% |
| 6M | -8.8% | +73.3% | -82.1% | -20.8% |
| YTD | +0.5% | +15.7% | -15.2% | -5.7% |
| 1Y | -8.8% | -7.6% | -1.2% | -10.2% |
| 3Y | +18.6% | +14.6% | +4.0% | -2.4% |
| 5Y | -62.2% | -50.0% | -12.2% | -66.4% |
| All | -62.2% | -51.0% | -11.3% | -66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling