-58.0%
JD vs XME
+121.9%
-180.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.5% | -8.0% | -5.0% |
| 7D | +7.9% | +0.9% | +7.0% | +7.1% |
| 30D | +4.8% | -7.3% | +12.1% | +7.9% |
| 3M | -13.9% | -14.8% | +0.8% | -8.3% |
| 6M | -5.8% | -18.4% | +12.6% | +1.2% |
| YTD | +2.4% | -4.7% | +7.1% | -0.3% |
| 1Y | -7.5% | +5.7% | -13.2% | -15.5% |
| 3Y | +20.9% | +104.0% | -83.1% | -26.8% |
| 5Y | -58.0% | +122.4% | -180.5% | -76.6% |
| All | -58.0% | +121.9% | -180.0% | -76.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling