+59.0%
JD vs EXR
+388.4%
-329.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | -11.3% | +7.7% | -19.0% | -13.1% |
| 6M | -5.1% | +13.2% | -18.3% | -8.6% |
| YTD | +5.0% | +26.5% | -21.4% | -2.0% |
| 1Y | -5.6% | +27.2% | -32.8% | -12.2% |
| 3Y | +17.8% | +71.5% | -53.8% | -0.9% |
| 5Y | -57.2% | +0.4% | -57.5% | -59.1% |
| 10Y | +34.8% | +225.2% | -190.4% | -10.2% |
| All | +59.0% | +388.4% | -329.4% | -20.4% |
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