+30.5%
JD vs EXPD
+304.0%
-273.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.6% |
| 7D | +13.4% | -7.2% | +20.5% | +16.7% |
| 30D | +7.7% | -3.3% | +11.0% | +8.9% |
| 3M | -11.3% | +3.4% | -14.7% | -13.0% |
| 6M | -5.1% | +22.7% | -27.8% | -14.0% |
| YTD | +5.0% | +24.5% | -19.5% | -6.9% |
| 1Y | -5.6% | +38.6% | -44.3% | -20.7% |
| 3Y | +17.8% | +71.5% | -53.7% | -13.1% |
| 5Y | -57.2% | +56.2% | -113.4% | -67.6% |
| All | +30.5% | +304.0% | -273.5% | -31.9% |
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