-57.9%
JD vs EXPD
+52.5%
-110.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.7% | +4.8% |
| 7D | +11.7% | -4.8% | +16.5% | +13.5% |
| 30D | +8.1% | -1.5% | +9.6% | +8.5% |
| 3M | -12.0% | +4.1% | -16.1% | -13.6% |
| 6M | -3.5% | +24.0% | -27.5% | -11.7% |
| YTD | +3.3% | +27.4% | -24.1% | -7.8% |
| 1Y | -7.4% | +38.4% | -45.8% | -20.6% |
| 3Y | +16.6% | +73.2% | -56.6% | -12.5% |
| 5Y | -57.9% | +59.9% | -117.7% | -70.0% |
| All | -57.9% | +52.5% | -110.4% | -70.0% |
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