+28.9%
JD vs EXEL
+445.6%
-416.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -3.1% |
| 7D | +7.9% | +2.3% | +5.6% | +7.4% |
| 30D | +4.8% | +19.8% | -15.1% | +1.4% |
| 3M | -13.9% | +32.7% | -46.6% | -18.3% |
| 6M | -5.8% | +49.0% | -54.8% | -12.8% |
| YTD | +2.4% | +63.7% | -61.3% | -7.1% |
| 1Y | -7.5% | +75.8% | -83.3% | -17.3% |
| 3Y | +20.9% | +241.3% | -220.4% | -8.7% |
| 5Y | -58.0% | +289.0% | -347.1% | -69.4% |
| 10Y | +28.9% | +377.6% | -348.7% | -3.1% |
| All | +28.9% | +445.6% | -416.7% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling