-9.5%
JD vs EXPE
+176.2%
-185.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.1% |
| 7D | -1.7% | -9.5% | +7.9% | -0.3% |
| 30D | -13.2% | -6.6% | -6.5% | -12.4% |
| 3M | -3.2% | +31.4% | -34.6% | -7.3% |
| 6M | +15.2% | +35.2% | -20.0% | +9.3% |
| YTD | +2.0% | +5.8% | -3.8% | +0.3% |
| 1Y | -5.4% | +38.7% | -44.0% | -11.9% |
| All | -9.5% | +176.2% | -185.7% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling