+28.9%
JD vs EXR
+215.3%
-186.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | +7.9% | +2.7% | +5.2% | +7.2% |
| 30D | +4.8% | +18.9% | -14.2% | +0.2% |
| 3M | -13.9% | +8.4% | -22.3% | -15.8% |
| 6M | -5.8% | +14.3% | -20.1% | -9.3% |
| YTD | +2.4% | +27.2% | -24.8% | -4.3% |
| 1Y | -7.5% | +25.9% | -33.5% | -13.5% |
| 3Y | +20.9% | +54.6% | -33.8% | +5.5% |
| 5Y | -58.0% | -0.6% | -57.4% | -59.9% |
| 10Y | +28.9% | +208.5% | -179.6% | -2.7% |
| All | +28.9% | +215.3% | -186.4% | -2.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling