-61.8%
JD vs XLRE
+7.1%
-68.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.6% |
| 7D | -2.6% | -2.7% | +0.1% | -1.0% |
| 30D | -15.4% | -2.3% | -13.0% | -14.2% |
| 3M | -5.0% | -3.5% | -1.6% | -3.3% |
| 6M | +0.9% | +1.9% | -0.9% | -0.7% |
| YTD | -2.5% | +8.3% | -10.8% | -7.9% |
| 1Y | -16.0% | +6.4% | -22.4% | -19.9% |
| 3Y | -8.5% | +30.2% | -38.8% | -25.2% |
| 5Y | -61.8% | +8.6% | -70.4% | -66.3% |
| All | -61.8% | +7.1% | -68.9% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling