+308.6%
XLF vs JD
+48.3%
+260.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.0% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | +0.2% | -13.2% | +13.3% | +1.9% |
| 3M | +11.7% | -3.2% | +14.9% | +12.0% |
| 6M | +13.8% | +15.2% | -1.4% | +11.2% |
| YTD | +7.0% | +2.0% | +5.0% | +6.2% |
| 1Y | +9.1% | -5.4% | +14.5% | +9.2% |
| 3Y | +75.6% | -9.1% | +84.7% | +71.4% |
| 5Y | +66.4% | -59.6% | +126.0% | +74.1% |
| 10Y | +250.3% | +26.2% | +224.0% | +184.7% |
| All | +308.6% | +48.3% | +260.3% | +225.7% |
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