+17.8%
JD vs EXPD
+68.8%
-51.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +3.9% | +2.1% |
| 7D | +13.4% | -7.2% | +20.5% | +15.1% |
| 30D | +7.7% | -3.3% | +11.0% | +8.3% |
| 3M | -11.3% | +3.4% | -14.7% | -12.3% |
| 6M | -5.1% | +22.7% | -27.8% | -10.4% |
| YTD | +5.0% | +24.5% | -19.5% | -2.1% |
| 1Y | -5.6% | +38.6% | -44.3% | -15.5% |
| 3Y | +17.8% | +71.5% | -53.7% | -3.8% |
| All | +17.8% | +68.8% | -51.1% | -3.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling