-57.1%
JD vs EXEL
+260.1%
-317.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.4% | +1.4% |
| 7D | +13.4% | +0.3% | +13.1% | +13.2% |
| 30D | +7.7% | +19.0% | -11.4% | +4.6% |
| 3M | -11.3% | +33.3% | -44.6% | -15.5% |
| 6M | -5.1% | +42.9% | -48.0% | -11.2% |
| YTD | +5.0% | +58.7% | -53.7% | -3.8% |
| 1Y | -5.6% | +70.5% | -76.2% | -14.7% |
| 3Y | +17.8% | +233.8% | -216.1% | -16.5% |
| All | -57.1% | +260.1% | -317.2% | -68.9% |
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