+32.3%
JD vs XRT
+135.4%
-103.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.3% |
| 7D | -4.0% | -0.4% | -3.6% | -3.9% |
| 30D | +2.7% | +7.5% | -4.9% | -1.5% |
| 3M | -13.0% | +2.3% | -15.4% | -14.4% |
| 6M | -12.7% | +12.8% | -25.5% | -18.8% |
| YTD | -0.8% | +7.1% | -7.9% | -5.4% |
| 1Y | -8.9% | +12.3% | -21.2% | -15.5% |
| 3Y | +17.0% | +57.0% | -40.0% | -10.9% |
| 5Y | -63.5% | -4.3% | -59.2% | -65.1% |
| All | +32.3% | +135.4% | -103.0% | -24.8% |
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