+16.9%
JD vs XME
+412.4%
-395.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -2.2% |
| 7D | -3.0% | -0.2% | -2.8% | -2.9% |
| 30D | -19.3% | +1.4% | -20.7% | -20.0% |
| 3M | -6.0% | +2.7% | -8.8% | -8.0% |
| 6M | +1.8% | +6.5% | -4.7% | -2.9% |
| YTD | -2.6% | +15.2% | -17.8% | -11.2% |
| 1Y | -17.4% | +43.5% | -60.9% | -32.8% |
| 3Y | -8.6% | +135.9% | -144.5% | -41.9% |
| 5Y | -61.6% | +181.5% | -243.1% | -77.7% |
| 10Y | +16.9% | +436.9% | -420.0% | -45.5% |
| All | +16.9% | +412.4% | -395.5% | -45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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