+268.9%
XEL vs JD
+48.3%
+220.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -1.0% | -1.7% | +0.7% | -0.9% |
| 30D | -1.9% | -13.2% | +11.2% | -1.6% |
| 3M | -1.9% | -3.2% | +1.3% | -1.9% |
| 6M | -7.4% | +15.2% | -22.7% | -7.8% |
| YTD | +4.1% | +2.0% | +2.1% | +3.9% |
| 1Y | +8.0% | -5.4% | +13.4% | +8.1% |
| 3Y | +48.4% | -9.1% | +57.5% | +47.7% |
| 5Y | +27.2% | -59.6% | +86.9% | +28.1% |
| 10Y | +146.8% | +26.2% | +120.6% | +137.2% |
| All | +268.9% | +48.3% | +220.6% | +254.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling