+54.3%
JD vs EXEL
+1,693.6%
-1,639.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -1.7% | +8.4% | -10.0% | -2.9% |
| 30D | -13.2% | +4.1% | -17.2% | -13.8% |
| 3M | -3.2% | +12.4% | -15.6% | -5.1% |
| 6M | +15.2% | +41.5% | -26.3% | +8.8% |
| YTD | +2.0% | +34.6% | -32.7% | -3.2% |
| 1Y | -5.4% | +57.9% | -63.2% | -12.6% |
| 3Y | -9.1% | +159.5% | -168.6% | -24.4% |
| 5Y | -59.6% | +198.5% | -258.1% | -67.4% |
| 10Y | +26.2% | +411.4% | -385.1% | -10.6% |
| All | +54.3% | +1,693.6% | -1,639.3% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling