+34.1%
JD vs EXPD
+334.5%
-300.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.8% |
| 7D | +0.4% | -1.6% | +2.0% | +0.9% |
| 30D | +4.2% | +0.6% | +3.6% | +3.7% |
| 3M | -12.8% | +9.8% | -22.6% | -16.6% |
| 6M | -8.8% | +25.8% | -34.5% | -18.2% |
| YTD | +0.5% | +31.3% | -30.8% | -13.0% |
| 1Y | -8.8% | +40.9% | -49.7% | -23.8% |
| 3Y | +18.6% | +74.7% | -56.2% | -13.1% |
| 5Y | -62.2% | +62.9% | -125.1% | -72.0% |
| All | +34.1% | +334.5% | -300.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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