+54.3%
JD vs XPO
+2,286.0%
-2,231.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +0.8% |
| 7D | -1.7% | +2.4% | -4.1% | -2.3% |
| 30D | -13.2% | -3.5% | -9.6% | -12.6% |
| 3M | -3.2% | -11.9% | +8.7% | -0.8% |
| 6M | +15.2% | -10.0% | +25.2% | +16.7% |
| YTD | +2.0% | +42.1% | -40.1% | -7.9% |
| 1Y | -5.4% | +47.6% | -53.0% | -16.0% |
| 3Y | -9.1% | +153.6% | -162.7% | -33.6% |
| 5Y | -59.6% | +266.5% | -326.1% | -74.5% |
| 10Y | +26.2% | +1,460.4% | -1,434.2% | -46.2% |
| All | +54.3% | +2,286.0% | -2,231.7% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling