+28.6%
XLB vs JD
-63.0%
+91.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | +0.5% | -4.1% | +4.7% | +1.0% |
| 30D | +5.2% | +4.6% | +0.5% | +4.6% |
| 3M | +0.3% | -4.7% | +5.1% | +0.8% |
| 6M | +1.2% | -17.4% | +18.5% | +3.2% |
| YTD | +16.6% | +0.7% | +15.9% | +16.0% |
| 1Y | +21.4% | -5.9% | +27.3% | +21.7% |
| 3Y | +43.2% | +18.9% | +24.3% | +36.9% |
| All | +28.6% | -63.0% | +91.6% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling