+719.7%
XLK vs JD
+31.5%
+688.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.3% |
| 7D | +3.4% | -4.1% | +7.5% | +4.2% |
| 30D | -10.6% | +4.6% | -15.2% | -11.6% |
| 3M | -10.6% | -4.7% | -5.9% | -10.0% |
| 6M | -3.5% | -17.4% | +13.9% | -0.2% |
| YTD | +18.7% | +0.7% | +18.0% | +17.3% |
| 1Y | +19.4% | -5.9% | +25.3% | +19.7% |
| 3Y | +94.5% | +18.9% | +75.6% | +75.8% |
| 5Y | +111.2% | -62.9% | +174.1% | +137.2% |
| All | +719.7% | +31.5% | +688.2% | +498.0% |
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