+38.4%
JD vs ESTC
+20.3%
+18.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -6.1% | +9.4% | +4.7% |
| 7D | +11.7% | -18.5% | +30.2% | +16.8% |
| 30D | +8.1% | -11.0% | +19.1% | +10.4% |
| 3M | -12.0% | +20.8% | -32.8% | -17.4% |
| 6M | -3.5% | +67.9% | -71.4% | -17.2% |
| YTD | +3.3% | +11.6% | -8.3% | -3.3% |
| 1Y | -7.4% | -3.3% | -4.2% | -10.7% |
| 3Y | +16.6% | +16.4% | +0.2% | -5.1% |
| 5Y | -57.9% | -49.9% | -8.0% | -59.7% |
| All | +38.4% | +20.3% | +18.1% | -6.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling