+54.3%
JD vs EXR
+322.2%
-267.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.2% |
| 7D | -1.7% | -2.6% | +0.9% | -1.0% |
| 30D | -13.2% | -7.2% | -6.0% | -11.5% |
| 3M | -3.2% | -3.5% | +0.3% | -2.4% |
| 6M | +15.2% | -5.3% | +20.5% | +16.5% |
| YTD | +2.0% | +9.4% | -7.4% | -1.0% |
| 1Y | -5.4% | +1.3% | -6.7% | -6.4% |
| 3Y | -9.1% | +22.4% | -31.5% | -16.1% |
| 5Y | -59.6% | -12.2% | -47.4% | -60.1% |
| 10Y | +26.2% | +148.6% | -122.3% | -8.9% |
| All | +54.3% | +322.2% | -267.9% | -19.6% |
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