-67.3%
JD vs EXE
+191.4%
-258.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | -13.2% | +8.5% | -21.6% | -14.7% |
| 3M | -3.2% | +5.5% | -8.6% | -4.5% |
| 6M | +15.2% | -5.9% | +21.1% | +16.4% |
| YTD | +2.0% | -9.7% | +11.7% | +3.7% |
| 1Y | -5.4% | +3.6% | -9.0% | -7.2% |
| 3Y | -9.1% | +18.0% | -27.1% | -15.2% |
| 5Y | -59.6% | +109.4% | -169.0% | -66.8% |
| All | -67.3% | +191.4% | -258.7% | -74.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling