+116.3%
XLE vs JD
+48.3%
+68.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.7% | -1.1% |
| 7D | +2.2% | -1.7% | +3.9% | +2.4% |
| 30D | +11.8% | -13.2% | +24.9% | +13.6% |
| 3M | +9.8% | -3.2% | +13.0% | +10.1% |
| 6M | +15.6% | +15.2% | +0.4% | +13.0% |
| YTD | +45.3% | +2.0% | +43.3% | +44.1% |
| 1Y | +48.3% | -5.4% | +53.7% | +48.2% |
| 3Y | +55.4% | -9.1% | +64.5% | +52.2% |
| 5Y | +216.1% | -59.6% | +275.7% | +230.0% |
| 10Y | +178.4% | +26.2% | +152.2% | +120.2% |
| All | +116.3% | +48.3% | +68.0% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling