+59.0%
JD vs EXPE
+290.4%
-231.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +2.9% |
| 7D | +13.4% | -9.3% | +22.7% | +15.5% |
| 30D | +7.7% | +0.1% | +7.5% | +6.7% |
| 3M | -11.3% | -15.3% | +4.0% | -8.4% |
| 6M | -5.1% | +5.5% | -10.6% | -8.7% |
| YTD | +5.0% | -8.0% | +13.0% | +3.5% |
| 1Y | -5.6% | +18.9% | -24.5% | -14.5% |
| 3Y | +17.8% | +135.5% | -117.8% | -17.9% |
| 5Y | -57.2% | +44.3% | -101.4% | -66.8% |
| 10Y | +34.8% | +117.7% | -82.9% | -18.2% |
| All | +59.0% | +290.4% | -231.5% | -23.9% |
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 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