+56.4%
JD vs EXR
+391.2%
-334.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.4% |
| 7D | +11.7% | +6.8% | +4.9% | +9.8% |
| 30D | +8.1% | +19.6% | -11.5% | +3.0% |
| 3M | -12.0% | +8.0% | -20.0% | -13.9% |
| 6M | -3.5% | +17.2% | -20.7% | -7.8% |
| YTD | +3.3% | +27.2% | -23.9% | -3.7% |
| 1Y | -7.4% | +26.1% | -33.5% | -13.6% |
| 3Y | +16.6% | +70.7% | -54.1% | -1.8% |
| 5Y | -57.9% | +1.0% | -58.8% | -59.9% |
| 10Y | +32.6% | +227.1% | -194.5% | -11.7% |
| All | +56.4% | +391.2% | -334.8% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling