+55.0%
JD vs ETR
+390.5%
-335.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | +7.9% | +1.7% | +6.2% | +7.6% |
| 30D | +4.8% | +8.7% | -4.0% | +3.4% |
| 3M | -13.9% | +4.9% | -18.8% | -14.6% |
| 6M | -5.8% | +0.8% | -6.6% | -6.1% |
| YTD | +2.4% | +23.1% | -20.7% | -1.6% |
| 1Y | -7.5% | +17.9% | -25.4% | -10.5% |
| 3Y | +20.9% | +154.5% | -133.6% | +1.5% |
| 5Y | -58.0% | +160.3% | -218.3% | -65.3% |
| 10Y | +28.9% | +366.9% | -338.1% | -2.2% |
| All | +55.0% | +390.5% | -335.5% | +13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling