+54.6%
JD vs XME
+185.4%
-130.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.6% |
| 7D | +5.2% | -0.2% | +5.4% | +4.9% |
| 30D | +4.5% | -9.2% | +13.7% | +8.1% |
| 3M | -15.4% | -17.8% | +2.3% | -9.4% |
| 6M | -6.0% | -20.0% | +14.0% | +0.7% |
| YTD | +2.2% | -6.6% | +8.7% | +1.5% |
| 1Y | -6.7% | +1.8% | -8.4% | -10.9% |
| 3Y | +20.5% | +98.7% | -78.2% | -14.8% |
| 5Y | -58.4% | +123.9% | -182.3% | -72.2% |
| 10Y | +32.5% | +277.9% | -245.4% | -31.4% |
| All | +54.6% | +185.4% | -130.8% | -7.1% |
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