+28.9%
JD vs EXPE
+119.8%
-90.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +7.9% | -13.3% | +21.2% | +11.0% |
| 30D | +4.8% | -5.5% | +10.3% | +5.4% |
| 3M | -13.9% | -16.5% | +2.5% | -11.1% |
| 6M | -5.8% | +13.1% | -18.9% | -10.5% |
| YTD | +2.4% | -8.0% | +10.4% | +1.1% |
| 1Y | -7.5% | +1.1% | -8.6% | -11.3% |
| 3Y | +20.9% | +131.2% | -110.3% | -12.8% |
| 5Y | -58.0% | +39.8% | -97.8% | -66.7% |
| 10Y | +28.9% | +118.5% | -89.6% | -18.9% |
| All | +28.9% | +119.8% | -90.9% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling