+178.2%
XLB vs JD
+48.3%
+129.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -1.4% | -1.7% | +0.3% | -1.2% |
| 30D | -0.4% | -13.2% | +12.8% | +1.6% |
| 3M | +2.0% | -3.2% | +5.2% | +2.3% |
| 6M | +1.8% | +15.2% | -13.4% | -0.7% |
| YTD | +16.6% | +2.0% | +14.6% | +15.7% |
| 1Y | +16.9% | -5.4% | +22.3% | +17.0% |
| 3Y | +32.6% | -9.1% | +41.7% | +29.5% |
| 5Y | +35.6% | -59.6% | +95.3% | +42.7% |
| 10Y | +160.0% | +26.2% | +133.8% | +112.0% |
| All | +178.2% | +48.3% | +129.9% | +124.0% |
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 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