+161.9%
XLE vs JD
-61.0%
+222.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 3M | +4.6% | -12.8% | +17.4% | +5.4% |
| 6M | +12.3% | -8.8% | +21.1% | +12.7% |
| YTD | +44.5% | +0.5% | +44.0% | +44.0% |
| 1Y | +42.4% | -8.8% | +51.2% | +42.8% |
| 3Y | +67.0% | +18.6% | +48.5% | +63.8% |
| 5Y | +161.9% | -62.2% | +224.2% | +165.9% |
| All | +161.9% | -61.0% | +222.9% | +165.9% |
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