+296.0%
XLI vs JD
+48.9%
+247.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.1% |
| 7D | -0.5% | +7.9% | -8.4% | -1.5% |
| 30D | -0.2% | +4.8% | -5.0% | -0.9% |
| 3M | -8.6% | -13.9% | +5.4% | -7.0% |
| 6M | -2.0% | -5.8% | +3.8% | -1.6% |
| YTD | +9.7% | +2.4% | +7.3% | +8.8% |
| 1Y | +11.4% | -7.5% | +19.0% | +11.9% |
| 3Y | +74.2% | +20.9% | +53.3% | +64.1% |
| 5Y | +70.0% | -58.0% | +128.0% | +76.7% |
| 10Y | +235.2% | +28.9% | +206.4% | +170.6% |
| All | +296.0% | +48.9% | +247.1% | +211.9% |
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