+34.4%
JD vs XPO
+1,266.4%
-1,232.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.0% |
| 7D | -4.1% | +9.0% | -13.1% | -6.1% |
| 30D | +4.6% | +4.2% | +0.4% | +3.4% |
| 3M | -4.7% | -8.7% | +3.9% | -3.1% |
| 6M | -17.4% | -2.8% | -14.6% | -17.7% |
| YTD | +0.7% | +41.9% | -41.2% | -9.7% |
| 1Y | -5.9% | +42.3% | -48.2% | -15.9% |
| 3Y | +18.9% | +127.3% | -108.4% | -12.0% |
| 5Y | -62.9% | +306.4% | -369.3% | -78.0% |
| All | +34.4% | +1,266.4% | -1,232.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling