-5.9%
JD vs XPO
+38.7%
-44.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.7% | +1.5% |
| 7D | -4.1% | +9.0% | -13.1% | -4.3% |
| 30D | +4.6% | +4.2% | +0.4% | +4.5% |
| 3M | -4.7% | -8.7% | +3.9% | -4.4% |
| 6M | -17.4% | -2.8% | -14.6% | -17.5% |
| YTD | +0.7% | +41.9% | -41.2% | -4.8% |
| 1Y | -5.9% | +42.3% | -48.2% | -11.1% |
| All | -5.9% | +38.7% | -44.6% | -11.1% |
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