-57.1%
JD vs EXE
+61.0%
-118.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.8% |
| 7D | +13.4% | -6.6% | +19.9% | +14.9% |
| 30D | +7.7% | -4.0% | +11.7% | +8.5% |
| 3M | -11.3% | -7.5% | -3.8% | -10.0% |
| 6M | -5.1% | -11.7% | +6.5% | -3.0% |
| YTD | +5.0% | -22.0% | +27.0% | +10.1% |
| 1Y | -5.6% | -21.8% | +16.2% | -1.4% |
| 3Y | +17.8% | +8.0% | +9.7% | +11.5% |
| All | -57.1% | +61.0% | -118.1% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling