+300.9%
XLI vs JD
+46.1%
+254.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +3.0% | +1.5% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +1.1% | +4.2% | -3.2% | +0.5% |
| 3M | -7.7% | -12.8% | +5.1% | -6.2% |
| 6M | -1.8% | -8.8% | +7.0% | -1.1% |
| YTD | +11.1% | +0.5% | +10.6% | +10.4% |
| 1Y | +12.1% | -8.8% | +20.9% | +12.8% |
| 3Y | +73.8% | +18.6% | +55.3% | +64.1% |
| 5Y | +73.8% | -62.2% | +136.0% | +83.9% |
| 10Y | +231.7% | +32.2% | +199.5% | +166.9% |
| All | +300.9% | +46.1% | +254.7% | +216.5% |
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