+176.9%
XLB vs JD
+52.8%
+124.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.4% | -1.0% |
| 7D | -1.5% | +13.4% | -14.9% | -3.3% |
| 30D | +6.1% | +7.7% | -1.6% | +4.9% |
| 3M | 0.0% | -11.3% | +11.3% | +1.6% |
| 6M | 0.0% | -5.1% | +5.1% | +0.4% |
| YTD | +16.0% | +5.0% | +11.0% | +14.5% |
| 1Y | +24.7% | -5.6% | +30.4% | +25.0% |
| 3Y | +40.4% | +17.8% | +22.6% | +32.0% |
| 5Y | +30.7% | -57.2% | +87.8% | +36.4% |
| 10Y | +173.3% | +34.8% | +138.5% | +120.8% |
| All | +176.9% | +52.8% | +124.1% | +121.8% |
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