-63.5%
JD vs XRT
-4.1%
-59.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.2% |
| 7D | -4.0% | -0.4% | -3.6% | -3.9% |
| 30D | +2.7% | +7.5% | -4.9% | -2.2% |
| 3M | -13.0% | +2.3% | -15.4% | -14.7% |
| 6M | -12.7% | +12.8% | -25.5% | -20.0% |
| YTD | -0.8% | +7.1% | -7.9% | -6.5% |
| 1Y | -8.9% | +12.3% | -21.2% | -16.9% |
| 3Y | +17.0% | +57.0% | -40.0% | -18.5% |
| 5Y | -63.5% | -4.3% | -59.2% | -66.1% |
| All | -63.5% | -4.1% | -59.4% | -66.1% |
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 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