+788.5%
XLK vs JD
+20.6%
+767.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +0.2% | -4.2% | +4.5% | +1.1% |
| 30D | -0.6% | -14.4% | +13.8% | +2.5% |
| 3M | +2.6% | -3.6% | +6.1% | +3.0% |
| 6M | +34.0% | -0.3% | +34.3% | +33.1% |
| YTD | +30.7% | -2.4% | +33.0% | +30.3% |
| 1Y | +39.2% | -18.5% | +57.7% | +43.9% |
| 3Y | +120.4% | -7.0% | +127.4% | +111.1% |
| 5Y | +148.8% | -61.7% | +210.5% | +174.9% |
| All | +788.5% | +20.6% | +767.8% | +555.9% |
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 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