+54.3%
JD vs XRT
+153.9%
-99.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.2% |
| 3M | -3.2% | +5.1% | -8.3% | -6.2% |
| 6M | +15.2% | +2.4% | +12.8% | +12.8% |
| YTD | +2.0% | +3.2% | -1.2% | -0.7% |
| 1Y | -5.4% | +1.5% | -6.9% | -7.1% |
| 3Y | -9.1% | +40.6% | -49.7% | -27.2% |
| 5Y | -59.6% | -1.0% | -58.6% | -61.5% |
| 10Y | +26.2% | +128.4% | -102.2% | -32.2% |
| All | +54.3% | +153.9% | -99.6% | -25.4% |
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