-6.7%
JD vs XPO
+33.2%
-39.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +5.2% | -1.5% | +6.7% | +5.3% |
| 30D | +4.5% | +2.6% | +1.9% | +4.4% |
| 3M | -15.4% | -6.1% | -9.3% | -15.2% |
| 6M | -6.0% | -8.0% | +1.9% | -5.9% |
| YTD | +2.2% | +38.5% | -36.3% | -3.6% |
| 1Y | -6.7% | +35.0% | -41.7% | -11.8% |
| All | -6.7% | +33.2% | -39.9% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling