-12.7%
JD vs EXEL
+52.8%
-65.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.8% |
| 7D | -0.8% | +1.4% | -2.2% | -0.9% |
| 30D | -16.0% | +6.7% | -22.7% | -16.6% |
| 3M | -3.2% | +11.5% | -14.6% | -4.7% |
| 6M | +6.1% | +38.8% | -32.7% | +0.7% |
| YTD | -0.1% | +31.6% | -31.7% | -4.8% |
| 1Y | -12.7% | +53.0% | -65.7% | -19.0% |
| All | -12.7% | +52.8% | -65.5% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling