-5.4%
JD vs EXR
+1.1%
-6.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.0% |
| 7D | -1.7% | -2.6% | +0.9% | -1.3% |
| 30D | -13.2% | -7.2% | -6.0% | -12.2% |
| 3M | -3.2% | -3.5% | +0.3% | -2.9% |
| 6M | +15.2% | -5.3% | +20.5% | +14.8% |
| YTD | +2.0% | +9.4% | -7.4% | -1.0% |
| 1Y | -5.4% | +1.3% | -6.7% | -7.3% |
| All | -5.4% | +1.1% | -6.5% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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