+147.8%
XEL vs JD
+20.6%
+127.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -4.2% | +4.0% | -0.2% |
| 30D | -3.9% | -14.4% | +10.5% | -3.6% |
| 3M | -2.8% | -3.6% | +0.8% | -2.8% |
| 6M | -5.4% | -0.3% | -5.1% | -5.5% |
| YTD | +3.8% | -2.4% | +6.1% | +3.7% |
| 1Y | +6.8% | -18.5% | +25.4% | +7.2% |
| 3Y | +45.6% | -7.0% | +52.6% | +44.8% |
| 5Y | +30.7% | -61.7% | +92.4% | +32.2% |
| All | +147.8% | +20.6% | +127.2% | +125.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling