-62.4%
JD vs EXEL
+281.2%
-343.6%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | -4.1% | -0.8% | -3.3% | -4.0% |
| 30D | +4.6% | +13.1% | -8.5% | +2.4% |
| 3M | -4.7% | +36.3% | -41.1% | -9.7% |
| 6M | -17.4% | +34.5% | -51.9% | -21.9% |
| YTD | +0.7% | +57.4% | -56.7% | -7.8% |
| 1Y | -5.9% | +62.9% | -68.8% | -14.5% |
| 3Y | +18.9% | +229.5% | -210.6% | -16.2% |
| All | -62.4% | +281.2% | -343.6% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling