-57.1%
JD vs EXR
-0.3%
-56.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | +13.4% | +5.2% | +8.2% | +11.8% |
| 30D | +7.7% | +20.9% | -13.2% | +2.1% |
| 3M | -11.3% | +7.7% | -19.0% | -13.2% |
| 6M | -5.1% | +13.2% | -18.3% | -8.7% |
| YTD | +5.0% | +26.5% | -21.4% | -2.5% |
| 1Y | -5.6% | +27.2% | -32.8% | -12.7% |
| 3Y | +17.8% | +71.5% | -53.8% | -3.4% |
| All | -57.1% | -0.3% | -56.8% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling