+35.8%
XLC vs JD
-58.0%
+93.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | +4.9% | +13.4% | -8.5% | +3.2% |
| 30D | -5.8% | +7.7% | -13.5% | -6.7% |
| 3M | -5.4% | -11.3% | +5.8% | -4.1% |
| 6M | -10.2% | -5.1% | -5.0% | -9.8% |
| YTD | -10.2% | +5.0% | -15.2% | -11.2% |
| 1Y | -5.6% | -5.6% | 0.0% | -5.4% |
| 3Y | +61.0% | +17.8% | +43.2% | +51.5% |
| All | +35.8% | -58.0% | +93.8% | +42.4% |
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 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