+217.7%
XLF vs JD
+31.5%
+186.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.6% |
| 7D | +2.7% | -4.1% | +6.8% | +3.2% |
| 30D | +7.6% | +4.6% | +3.0% | +7.0% |
| 3M | +1.1% | -4.7% | +5.8% | +1.6% |
| 6M | +15.9% | -17.4% | +33.2% | +18.4% |
| YTD | +8.4% | +0.7% | +7.7% | +7.7% |
| 1Y | +12.5% | -5.9% | +18.4% | +12.7% |
| 3Y | +81.6% | +18.9% | +62.7% | +70.5% |
| 5Y | +59.3% | -62.9% | +122.2% | +70.2% |
| All | +217.7% | +31.5% | +186.2% | +159.3% |
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