+37.8%
XLC vs JD
-61.6%
+99.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +0.2% | -16.0% | +16.3% | +2.4% |
| 3M | +0.6% | -3.2% | +3.8% | +0.9% |
| 6M | -4.5% | +6.1% | -10.6% | -5.5% |
| YTD | -4.7% | -0.1% | -4.6% | -5.1% |
| 1Y | -1.7% | -12.7% | +11.1% | -0.5% |
| 3Y | +72.3% | -6.3% | +78.6% | +67.7% |
| 5Y | +37.8% | -61.3% | +99.1% | +46.6% |
| All | +37.8% | -61.6% | +99.4% | +46.6% |
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