-58.0%
JD vs EXPD
+61.0%
-119.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.4% |
| 7D | +7.9% | -5.5% | +13.4% | +9.8% |
| 30D | +4.8% | -1.9% | +6.7% | +5.2% |
| 3M | -13.9% | +6.1% | -20.0% | -16.1% |
| 6M | -5.8% | +21.6% | -27.4% | -13.2% |
| YTD | +2.4% | +27.9% | -25.5% | -8.8% |
| 1Y | -7.5% | +39.4% | -46.9% | -20.9% |
| 3Y | +20.9% | +72.7% | -51.8% | -9.1% |
| 5Y | -58.0% | +60.3% | -118.3% | -70.3% |
| All | -58.0% | +61.0% | -119.0% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling