+120.7%
XLK vs JD
-8.1%
+128.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.3% |
| 7D | +2.3% | -3.0% | +5.3% | +2.7% |
| 30D | +0.8% | -19.3% | +20.2% | +3.6% |
| 3M | +4.1% | -6.0% | +10.1% | +4.6% |
| 6M | +34.8% | +1.8% | +33.0% | +33.7% |
| YTD | +30.8% | -2.6% | +33.4% | +30.5% |
| 1Y | +42.4% | -17.4% | +59.8% | +45.0% |
| All | +120.7% | -8.1% | +128.7% | +125.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling