+8.6%
XLF vs JD
-17.4%
+26.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -2.9% | -2.6% | -0.3% | -2.7% |
| 30D | -1.6% | -15.4% | +13.7% | -0.3% |
| 3M | +9.3% | -5.0% | +14.3% | +9.5% |
| 6M | +14.6% | +0.9% | +13.7% | +13.3% |
| YTD | +4.7% | -2.5% | +7.2% | +4.4% |
| 1Y | +8.6% | -16.0% | +24.7% | +10.1% |
| All | +8.6% | -17.4% | +26.0% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling