-6.4%
JD vs EXEL
+74.8%
-81.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.1% | -5.6% | -2.7% |
| 7D | +7.9% | +2.3% | +5.6% | +7.6% |
| 30D | +4.8% | +19.8% | -15.1% | +3.0% |
| 3M | -13.9% | +32.7% | -46.6% | -16.2% |
| 6M | -5.8% | +49.0% | -54.8% | -10.6% |
| YTD | +2.4% | +63.7% | -61.3% | -5.6% |
| All | -6.4% | +74.8% | -81.3% | -15.0% |
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