+15.6%
JD vs XLRE
+111.8%
-96.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -16.0% | -2.4% | -13.6% | -15.0% |
| 3M | -3.2% | +0.6% | -3.8% | -3.8% |
| 6M | +6.1% | +3.9% | +2.1% | +3.5% |
| YTD | -0.1% | +10.5% | -10.6% | -5.8% |
| 1Y | -12.7% | +8.4% | -21.1% | -16.9% |
| 3Y | -6.3% | +32.8% | -39.1% | -20.9% |
| 5Y | -61.3% | +7.0% | -68.4% | -64.0% |
| 10Y | +17.6% | +83.8% | -66.2% | -18.6% |
| All | +15.6% | +111.8% | -96.2% | -28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling