+179.2%
XLE vs JD
+31.5%
+147.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.8% |
| 7D | +5.4% | -4.1% | +9.5% | +5.9% |
| 30D | -3.9% | +4.6% | -8.6% | -4.5% |
| 3M | +7.0% | -4.7% | +11.8% | +7.4% |
| 6M | +14.2% | -17.4% | +31.6% | +16.4% |
| YTD | +48.2% | +0.7% | +47.5% | +47.1% |
| 1Y | +47.7% | -5.9% | +53.6% | +47.7% |
| 3Y | +70.0% | +18.9% | +51.1% | +61.1% |
| 5Y | +169.1% | -62.9% | +232.1% | +187.5% |
| All | +179.2% | +31.5% | +147.7% | +113.0% |
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