-7.0%
JD vs ETR
0.0%
-7.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.3% |
| 7D | +7.9% | +1.7% | +6.2% | +8.2% |
| 30D | +4.8% | +8.7% | -4.0% | +6.9% |
| 3M | -13.9% | +4.9% | -18.8% | -12.8% |
| All | -7.0% | 0.0% | -7.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 6mo: compounded portfolio wealth divided by compounded ETR 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…
6mo analysis · Full analysis span regression · 6 months rolling