+309.8%
XLI vs JD
+48.3%
+261.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | -1.1% | -1.7% | +0.6% | -0.8% |
| 30D | -5.9% | -13.2% | +7.2% | -4.3% |
| 3M | -0.3% | -3.2% | +2.9% | 0.0% |
| 6M | +0.1% | +15.2% | -15.1% | -2.1% |
| YTD | +13.6% | +2.0% | +11.6% | +12.8% |
| 1Y | +17.2% | -5.4% | +22.6% | +17.2% |
| 3Y | +68.2% | -9.1% | +77.3% | +64.6% |
| 5Y | +80.7% | -59.6% | +140.3% | +88.8% |
| 10Y | +253.3% | +26.2% | +227.0% | +186.0% |
| All | +309.8% | +48.3% | +261.5% | +223.4% |
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