+163.9%
XLE vs JD
+31.7%
+132.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | -7.9% | +7.9% | -15.8% | -8.7% |
| 30D | -4.8% | +4.8% | -9.6% | -5.4% |
| 3M | +8.4% | -13.9% | +22.3% | +10.0% |
| 6M | +12.7% | -5.8% | +18.5% | +13.1% |
| YTD | +41.3% | +2.4% | +38.9% | +40.0% |
| 1Y | +42.3% | -7.5% | +49.8% | +42.7% |
| 3Y | +65.1% | +20.9% | +44.2% | +56.1% |
| 5Y | +150.2% | -58.0% | +208.2% | +160.9% |
| 10Y | +163.9% | +28.9% | +135.0% | +102.0% |
| All | +163.9% | +31.7% | +132.3% | +102.0% |
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