+16.6%
JD vs XLRE
+115.9%
-99.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -4.1% | +0.8% | -5.0% | -4.6% |
| 30D | +4.6% | +6.9% | -2.3% | +0.9% |
| 3M | -4.7% | -0.8% | -3.9% | -4.5% |
| 6M | -17.4% | +2.1% | -19.4% | -18.6% |
| YTD | +0.7% | +12.6% | -11.9% | -6.1% |
| 1Y | -5.9% | +12.5% | -18.4% | -12.2% |
| 3Y | +18.9% | +44.2% | -25.3% | -4.1% |
| 5Y | -62.9% | +9.1% | -72.1% | -65.8% |
| 10Y | +32.5% | +111.8% | -79.3% | -14.6% |
| All | +16.6% | +115.9% | -99.3% | -28.3% |
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 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