+227.4%
XLI vs JD
+33.2%
+194.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.2% | -0.1% |
| 7D | -1.5% | +5.2% | -6.7% | -2.2% |
| 30D | -0.3% | +4.5% | -4.8% | -0.9% |
| 3M | -8.4% | -15.4% | +7.1% | -6.5% |
| 6M | -2.1% | -6.0% | +4.0% | -1.7% |
| YTD | +9.6% | +2.2% | +7.5% | +8.7% |
| 1Y | +10.7% | -6.7% | +17.3% | +11.0% |
| 3Y | +71.6% | +20.5% | +51.0% | +61.5% |
| 5Y | +70.8% | -58.4% | +129.2% | +78.7% |
| All | +227.4% | +33.2% | +194.1% | +160.1% |
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 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