+109.3%
XLE vs JD
+52.8%
+56.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.2% |
| 7D | -12.0% | +13.4% | -25.4% | -13.3% |
| 30D | -2.7% | +7.7% | -10.4% | -3.7% |
| 3M | +6.6% | -11.3% | +17.9% | +7.9% |
| 6M | +9.5% | -5.1% | +14.7% | +9.9% |
| YTD | +40.6% | +5.0% | +35.5% | +38.8% |
| 1Y | +43.6% | -5.6% | +49.2% | +43.6% |
| 3Y | +58.1% | +17.8% | +40.3% | +49.8% |
| 5Y | +152.2% | -57.2% | +209.4% | +161.2% |
| 10Y | +172.9% | +34.8% | +138.2% | +113.9% |
| All | +109.3% | +52.8% | +56.6% | +61.7% |
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