-3.5%
JD vs EXPD
+27.5%
-31.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.5% | +7.7% | +2.8% |
| 7D | +11.7% | -4.8% | +16.5% | +11.1% |
| 30D | +8.1% | -1.5% | +9.6% | +7.7% |
| 3M | -12.0% | +4.1% | -16.1% | -11.7% |
| 6M | -3.5% | +24.0% | -27.5% | -3.0% |
| All | -3.5% | +27.5% | -31.0% | -3.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling