+32.5%
JD vs EXEL
+363.4%
-331.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | +5.2% | -2.4% | +7.6% | +5.6% |
| 30D | +4.5% | +17.9% | -13.4% | +1.4% |
| 3M | -15.4% | +33.3% | -48.7% | -19.8% |
| 6M | -6.0% | +46.6% | -52.6% | -12.8% |
| YTD | +2.2% | +61.0% | -58.9% | -7.2% |
| 1Y | -6.7% | +70.4% | -77.1% | -16.1% |
| 3Y | +20.5% | +236.1% | -215.6% | -8.8% |
| 5Y | -58.4% | +284.8% | -343.3% | -69.7% |
| 10Y | +32.5% | +348.4% | -315.9% | -2.8% |
| All | +32.5% | +363.4% | -331.0% | -2.8% |
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