+54.3%
JD vs XME
+250.2%
-195.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | -13.2% | +6.0% | -19.1% | -15.4% |
| 3M | -3.2% | -7.7% | +4.5% | -0.9% |
| 6M | +15.2% | +1.0% | +14.3% | +12.8% |
| YTD | +2.0% | +14.6% | -12.7% | -6.0% |
| 1Y | -5.4% | +46.0% | -51.3% | -22.0% |
| 3Y | -9.1% | +127.0% | -136.1% | -38.6% |
| 5Y | -59.6% | +175.8% | -235.4% | -75.0% |
| 10Y | +26.2% | +414.6% | -388.4% | -41.2% |
| All | +54.3% | +250.2% | -195.9% | -14.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling