+65.5%
XLF vs JD
-61.6%
+127.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.7% | -1.2% |
| 7D | +0.2% | -0.8% | +1.0% | +0.2% |
| 30D | -0.5% | -16.0% | +15.5% | +1.1% |
| 3M | +10.6% | -3.2% | +13.8% | +10.8% |
| 6M | +14.3% | +6.1% | +8.2% | +13.3% |
| YTD | +5.5% | -0.1% | +5.6% | +5.2% |
| 1Y | +9.6% | -12.7% | +22.3% | +10.5% |
| 3Y | +75.2% | -6.3% | +81.5% | +71.7% |
| 5Y | +65.5% | -61.3% | +126.9% | +74.2% |
| All | +65.5% | -61.6% | +127.1% | +74.2% |
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