+54.3%
JD vs EXPE
+348.9%
-294.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | -1.7% | -9.5% | +7.9% | +1.0% |
| 30D | -13.2% | -6.6% | -6.5% | -11.7% |
| 3M | -3.2% | +31.4% | -34.6% | -11.0% |
| 6M | +15.2% | +35.2% | -20.0% | +4.1% |
| YTD | +2.0% | +5.8% | -3.8% | -2.1% |
| 1Y | -5.4% | +38.7% | -44.0% | -17.1% |
| 3Y | -9.1% | +175.8% | -184.9% | -38.9% |
| 5Y | -59.6% | +111.8% | -171.5% | -71.8% |
| 10Y | +26.2% | +179.7% | -153.5% | -29.0% |
| All | +54.3% | +348.9% | -294.6% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling