-8.9%
JD vs EXR
+24.1%
-33.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -4.0% | -1.2% | -2.8% | -3.9% |
| 30D | +2.7% | +18.3% | -15.6% | +0.7% |
| 3M | -13.0% | +9.1% | -22.1% | -14.0% |
| 6M | -12.7% | +11.7% | -24.5% | -14.2% |
| YTD | -0.8% | +25.7% | -26.5% | -4.4% |
| 1Y | -8.9% | +24.9% | -33.8% | -12.3% |
| All | -8.9% | +24.1% | -33.0% | -12.3% |
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