+32.3%
JD vs EXEL
+325.9%
-293.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.1% |
| 7D | -4.0% | +1.6% | -5.7% | -4.3% |
| 30D | +2.7% | +17.4% | -14.7% | -0.3% |
| 3M | -13.0% | +38.6% | -51.7% | -18.1% |
| 6M | -12.7% | +41.2% | -53.9% | -18.5% |
| YTD | -0.8% | +59.3% | -60.1% | -9.7% |
| 1Y | -8.9% | +60.2% | -69.1% | -17.2% |
| 3Y | +17.0% | +232.6% | -215.5% | -11.4% |
| 5Y | -63.5% | +285.9% | -349.4% | -73.4% |
| All | +32.3% | +325.9% | -293.5% | -5.2% |
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