+133.6%
XLC vs JD
-25.3%
+158.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.7% |
| 7D | +3.1% | -4.0% | +7.1% | +3.8% |
| 30D | -4.2% | +2.7% | -6.9% | -4.7% |
| 3M | -2.1% | -13.0% | +10.9% | +0.1% |
| 6M | -6.6% | -12.7% | +6.1% | -4.7% |
| YTD | -7.8% | -0.8% | -7.0% | -8.3% |
| 1Y | -4.1% | -8.9% | +4.8% | -3.2% |
| 3Y | +62.6% | +17.0% | +45.6% | +49.4% |
| 5Y | +39.6% | -63.5% | +103.1% | +55.0% |
| All | +133.6% | -25.3% | +158.9% | +97.4% |
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