+103.5%
XBI vs JD
-8.1%
+111.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.2% |
| 7D | -3.6% | -3.0% | -0.6% | -3.2% |
| 30D | +0.9% | -19.3% | +20.2% | +4.0% |
| 3M | +21.4% | -6.0% | +27.5% | +22.3% |
| 6M | +25.5% | +1.8% | +23.7% | +24.6% |
| YTD | +30.8% | -2.6% | +33.4% | +30.7% |
| 1Y | +68.6% | -17.4% | +86.0% | +72.2% |
| All | +103.5% | -8.1% | +111.5% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 3y: compounded portfolio wealth divided by compounded JD 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…
3y analysis · Full analysis span regression · 6 months rolling