-9.5%
JD vs EXPD
+68.7%
-78.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -1.7% | -1.1% | -0.5% | -1.4% |
| 30D | -13.2% | +4.1% | -17.2% | -14.0% |
| 3M | -3.2% | +17.9% | -21.1% | -7.4% |
| 6M | +15.2% | +29.2% | -14.0% | +7.2% |
| YTD | +2.0% | +27.4% | -25.4% | -5.4% |
| 1Y | -5.4% | +56.8% | -62.2% | -19.2% |
| All | -9.5% | +68.7% | -78.2% | -26.7% |
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