+173.9%
XLE vs JD
+31.1%
+142.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.0% |
| 7D | -0.2% | +0.4% | -0.7% | -0.3% |
| 30D | -4.0% | +4.2% | -8.2% | -4.5% |
| 3M | +4.6% | -12.8% | +17.4% | +6.1% |
| 6M | +12.3% | -8.8% | +21.1% | +13.1% |
| YTD | +44.5% | +0.5% | +44.0% | +43.5% |
| 1Y | +42.4% | -8.8% | +51.2% | +43.0% |
| 3Y | +67.0% | +18.6% | +48.5% | +58.3% |
| 5Y | +161.9% | -62.2% | +224.2% | +178.7% |
| 10Y | +173.9% | +32.2% | +141.6% | +109.8% |
| All | +173.9% | +31.1% | +142.8% | +109.8% |
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