-9.7%
JD vs XLRE
+14.1%
-23.9%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.3% | -0.3% | +2.2% |
| 7D | +9.0% | +7.1% | +1.9% | +7.3% |
| 30D | +5.2% | +10.9% | -5.7% | +2.8% |
| 3M | -15.9% | +0.7% | -16.6% | -16.1% |
| 6M | -7.7% | +4.1% | -11.8% | -9.0% |
| YTD | +0.1% | +14.5% | -14.5% | -5.3% |
| 1Y | -9.7% | +14.1% | -23.8% | -14.5% |
| All | -9.7% | +14.1% | -23.9% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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