+94.5%
XLK vs JD
+17.9%
+76.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.2% |
| 7D | +3.4% | -4.1% | +7.5% | +3.8% |
| 30D | -10.6% | +4.6% | -15.2% | -11.2% |
| 3M | -10.6% | -4.7% | -5.9% | -10.2% |
| 6M | -3.5% | -17.4% | +13.9% | -1.4% |
| YTD | +18.7% | +0.7% | +18.0% | +17.8% |
| 1Y | +19.4% | -5.9% | +25.3% | +19.6% |
| 3Y | +94.5% | +18.9% | +75.6% | +90.9% |
| All | +94.5% | +17.9% | +76.6% | +90.9% |
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 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