+64.7%
XLC vs JD
+17.9%
+46.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.5% | -0.5% | +0.9% |
| 7D | +3.7% | -4.1% | +7.8% | +4.1% |
| 30D | -1.9% | +4.6% | -6.5% | -2.3% |
| 3M | -3.1% | -4.7% | +1.6% | -2.8% |
| 6M | -6.4% | -17.4% | +11.0% | -5.0% |
| YTD | -6.8% | +0.7% | -7.5% | -7.1% |
| 1Y | -1.7% | -5.9% | +4.2% | -1.5% |
| 3Y | +64.7% | +18.9% | +45.8% | +61.5% |
| All | +64.7% | +17.9% | +46.8% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling