+16.5%
JD vs XLRE
+89.0%
-72.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.3% |
| 7D | -4.2% | -1.2% | -3.1% | -3.7% |
| 30D | -14.4% | -2.4% | -12.0% | -13.3% |
| 3M | -3.6% | -2.5% | -1.1% | -2.5% |
| 6M | -0.3% | +4.0% | -4.3% | -2.7% |
| YTD | -2.4% | +9.3% | -11.6% | -7.4% |
| 1Y | -18.5% | +5.6% | -24.1% | -21.4% |
| 3Y | -7.0% | +31.3% | -38.3% | -21.1% |
| 5Y | -61.7% | +9.5% | -71.3% | -64.7% |
| All | +16.5% | +89.0% | -72.5% | -21.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling