+32.5%
JD vs EXPD
+329.8%
-297.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +5.2% | -7.4% | +12.6% | +8.3% |
| 30D | +4.5% | -2.1% | +6.6% | +5.2% |
| 3M | -15.4% | +5.7% | -21.1% | -17.8% |
| 6M | -6.0% | +21.4% | -27.4% | -14.4% |
| YTD | +2.2% | +27.6% | -25.5% | -10.5% |
| 1Y | -6.7% | +36.1% | -42.8% | -20.8% |
| 3Y | +20.5% | +69.9% | -49.3% | -10.5% |
| 5Y | -58.4% | +59.7% | -118.1% | -68.9% |
| 10Y | +32.5% | +323.0% | -290.6% | -33.8% |
| All | +32.5% | +329.8% | -297.4% | -33.8% |
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