+36.6%
JD vs ESTC
+31.2%
+5.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.5% | +6.4% | +2.9% |
| 7D | -1.7% | -8.1% | +6.4% | +0.1% |
| 30D | -13.2% | +31.7% | -44.8% | -19.6% |
| 3M | -3.2% | +41.1% | -44.2% | -12.0% |
| 6M | +15.2% | +77.1% | -61.8% | -2.1% |
| YTD | +2.0% | +21.7% | -19.7% | -5.8% |
| 1Y | -5.4% | +8.4% | -13.8% | -10.9% |
| 3Y | -9.1% | +23.6% | -32.7% | -26.6% |
| 5Y | -59.6% | -46.5% | -13.1% | -61.7% |
| All | +36.6% | +31.2% | +5.4% | -8.5% |
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