-68.0%
JD vs EXE
+192.2%
-260.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.3% | -2.1% |
| 7D | -0.8% | -1.8% | +1.0% | -0.4% |
| 30D | -16.0% | +6.4% | -22.4% | -17.2% |
| 3M | -3.2% | +9.2% | -12.4% | -5.3% |
| 6M | +6.1% | -7.0% | +13.0% | +7.5% |
| YTD | -0.1% | -9.5% | +9.3% | +1.5% |
| 1Y | -12.7% | +6.2% | -19.0% | -14.9% |
| 3Y | -6.3% | +20.7% | -27.0% | -13.0% |
| 5Y | -61.3% | +103.6% | -165.0% | -68.1% |
| All | -68.0% | +192.2% | -260.2% | -75.3% |
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