+17.6%
JD vs EXEL
+380.2%
-362.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.7% |
| 7D | -0.8% | +1.4% | -2.2% | -1.0% |
| 30D | -16.0% | +6.7% | -22.7% | -17.0% |
| 3M | -3.2% | +11.5% | -14.6% | -5.2% |
| 6M | +6.1% | +38.8% | -32.7% | -0.2% |
| YTD | -0.1% | +31.6% | -31.7% | -5.4% |
| 1Y | -12.7% | +53.0% | -65.7% | -19.7% |
| 3Y | -6.3% | +160.8% | -167.1% | -24.4% |
| 5Y | -61.3% | +190.1% | -251.4% | -69.7% |
| 10Y | +17.6% | +367.0% | -349.3% | -10.8% |
| All | +17.6% | +380.2% | -362.6% | -10.8% |
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