-61.3%
JD vs XRT
-1.0%
-60.2%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.3% |
| 7D | -1.7% | +0.8% | -2.5% | -2.1% |
| 30D | -13.2% | -4.2% | -9.0% | -10.9% |
| 3M | -3.2% | +5.1% | -8.3% | -6.6% |
| 6M | +15.2% | +2.4% | +12.8% | +12.5% |
| YTD | +2.0% | +3.2% | -1.2% | -1.2% |
| 1Y | -5.4% | +1.5% | -6.9% | -7.5% |
| 3Y | -9.1% | +40.6% | -49.7% | -31.1% |
| All | -61.3% | -1.0% | -60.2% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling