-62.2%
JD vs EXR
-0.9%
-61.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +0.4% | -1.1% | +1.6% | +0.7% |
| 30D | +4.2% | +18.8% | -14.5% | -0.7% |
| 3M | -12.8% | +9.9% | -22.7% | -15.1% |
| 6M | -8.8% | +12.6% | -21.4% | -12.1% |
| YTD | +0.5% | +26.5% | -26.0% | -6.7% |
| 1Y | -8.8% | +24.5% | -33.2% | -15.0% |
| 3Y | +18.6% | +52.4% | -33.8% | +1.2% |
| 5Y | -62.2% | -1.5% | -60.7% | -66.2% |
| All | -62.2% | -0.9% | -61.3% | -66.2% |
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