+54.3%
JD vs EXPD
+387.4%
-333.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -1.7% | -1.1% | -0.5% | -1.2% |
| 30D | -13.2% | +4.1% | -17.2% | -14.8% |
| 3M | -3.2% | +17.9% | -21.1% | -10.4% |
| 6M | +15.2% | +29.2% | -14.0% | +1.6% |
| YTD | +2.0% | +27.4% | -25.4% | -10.4% |
| 1Y | -5.4% | +56.8% | -62.2% | -25.5% |
| 3Y | -9.1% | +68.0% | -77.1% | -32.2% |
| 5Y | -59.6% | +61.9% | -121.5% | -70.0% |
| 10Y | +26.2% | +316.0% | -289.8% | -43.5% |
| All | +54.3% | +387.4% | -333.0% | -36.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling