+72.4%
XLI vs JD
-6.1%
+78.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | +1.0% | -0.8% | +1.8% | +1.1% |
| 30D | -5.8% | -16.0% | +10.2% | -4.3% |
| 3M | +0.7% | -3.2% | +3.9% | +0.9% |
| 6M | +3.2% | +6.1% | -2.9% | +2.3% |
| YTD | +13.0% | -0.1% | +13.2% | +12.6% |
| 1Y | +16.8% | -12.7% | +29.5% | +17.7% |
| 3Y | +72.4% | -6.3% | +78.7% | +73.1% |
| All | +72.4% | -6.1% | +78.6% | +73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling