-67.3%
JD vs EXE
+161.7%
-229.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.6% | -0.7% |
| 7D | +5.2% | -2.2% | +7.4% | +5.6% |
| 30D | +4.5% | -0.3% | +4.8% | +4.4% |
| 3M | -15.4% | -9.3% | -6.1% | -13.8% |
| 6M | -6.0% | -7.2% | +1.2% | -4.9% |
| YTD | +2.2% | -18.9% | +21.1% | +6.1% |
| 1Y | -6.7% | -21.7% | +15.0% | -2.4% |
| 3Y | +20.5% | +21.0% | -0.5% | +11.7% |
| 5Y | -58.4% | +76.0% | -134.4% | -64.6% |
| All | -67.3% | +161.7% | -229.0% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling