+17.6%
JD vs XRT
+123.1%
-105.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -0.9% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -16.0% | -5.6% | -10.4% | -13.5% |
| 3M | -3.2% | +2.5% | -5.7% | -4.8% |
| 6M | +6.1% | +3.7% | +2.4% | +3.4% |
| YTD | -0.1% | +1.0% | -1.1% | -1.5% |
| 1Y | -12.7% | -1.2% | -11.5% | -13.0% |
| 3Y | -6.3% | +43.4% | -49.7% | -24.8% |
| 5Y | -61.3% | -0.7% | -60.6% | -63.3% |
| 10Y | +17.6% | +123.7% | -106.1% | -30.1% |
| All | +17.6% | +123.1% | -105.5% | -30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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