-57.1%
JD vs XPO
+275.5%
-332.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | +13.4% | -6.7% | +20.0% | +15.0% |
| 30D | +7.7% | -1.9% | +9.6% | +8.0% |
| 3M | -11.3% | -9.9% | -1.4% | -9.6% |
| 6M | -5.1% | -16.4% | +11.2% | -2.1% |
| YTD | +5.0% | +30.2% | -25.2% | -4.2% |
| 1Y | -5.6% | +29.9% | -35.5% | -14.1% |
| 3Y | +17.8% | +122.6% | -104.9% | -16.9% |
| All | -57.1% | +275.5% | -332.7% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling