-12.7%
JD vs EXPE
+28.7%
-41.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.9% | +5.8% | -1.5% |
| 7D | -0.8% | -9.8% | +9.0% | -0.2% |
| 30D | -16.0% | -11.5% | -4.5% | -15.4% |
| 3M | -3.2% | +21.7% | -24.9% | -4.4% |
| 6M | +6.1% | +10.4% | -4.3% | +5.3% |
| YTD | -0.1% | -2.5% | +2.4% | -0.2% |
| 1Y | -12.7% | +27.3% | -40.1% | -14.1% |
| All | -12.7% | +28.7% | -41.5% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling