+55.0%
JD vs XPO
+2,223.4%
-2,168.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.3% | -8.8% | -3.9% |
| 7D | +7.9% | -1.9% | +9.8% | +8.2% |
| 30D | +4.8% | +2.5% | +2.3% | +3.9% |
| 3M | -13.9% | -7.2% | -6.7% | -12.9% |
| 6M | -5.8% | -8.1% | +2.2% | -4.9% |
| YTD | +2.4% | +38.3% | -35.9% | -7.3% |
| 1Y | -7.5% | +33.6% | -41.1% | -15.8% |
| 3Y | +20.9% | +133.1% | -112.2% | -9.6% |
| 5Y | -58.0% | +308.9% | -366.9% | -74.1% |
| 10Y | +28.9% | +1,371.8% | -1,342.9% | -44.4% |
| All | +55.0% | +2,223.4% | -2,168.4% | -47.6% |
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