-4.2%
JD vs XPO
+165.6%
-169.7%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +1.5% |
| 7D | -1.7% | +2.4% | -4.1% | -1.9% |
| 30D | -13.2% | -3.5% | -9.6% | -12.9% |
| 3M | -3.2% | -11.9% | +8.7% | -2.2% |
| 6M | +15.2% | -10.0% | +25.2% | +15.8% |
| YTD | +2.0% | +42.1% | -40.1% | -2.7% |
| 1Y | -5.4% | +47.6% | -53.0% | -10.4% |
| All | -4.2% | +165.6% | -169.7% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling