+28.9%
JD vs XRT
+163.3%
-134.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -4.4% |
| 7D | +7.9% | +2.5% | +5.4% | +6.3% |
| 30D | +4.8% | +10.3% | -5.6% | -0.7% |
| 3M | -13.9% | +2.4% | -16.3% | -15.3% |
| 6M | -5.8% | +10.0% | -15.8% | -11.2% |
| YTD | +2.4% | +9.5% | -7.1% | -3.5% |
| 1Y | -7.5% | +17.2% | -24.7% | -16.1% |
| 3Y | +20.9% | +62.0% | -41.1% | -9.3% |
| 5Y | -58.0% | -2.1% | -55.9% | -60.4% |
| 10Y | +28.9% | +152.6% | -123.7% | -22.8% |
| All | +28.9% | +163.3% | -134.4% | -22.8% |
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