+59.0%
JD vs XRT
+160.0%
-101.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.6% |
| 7D | +13.4% | +0.9% | +12.5% | +12.6% |
| 30D | +7.7% | +7.9% | -0.3% | +3.0% |
| 3M | -11.3% | -0.2% | -11.1% | -11.5% |
| 6M | -5.1% | +5.6% | -10.7% | -8.8% |
| YTD | +5.0% | +5.7% | -0.6% | +0.7% |
| 1Y | -5.6% | +14.6% | -20.2% | -13.7% |
| 3Y | +17.8% | +50.7% | -32.9% | -9.5% |
| 5Y | -57.2% | -4.8% | -52.3% | -58.5% |
| 10Y | +34.8% | +152.6% | -117.9% | -33.1% |
| All | +59.0% | +160.0% | -101.0% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling