-3.5%
XLK vs JD
-13.9%
+10.4%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -1.7% |
| 7D | +3.4% | -4.1% | +7.5% | +2.7% |
| 30D | -10.6% | +4.6% | -15.2% | -10.1% |
| 3M | -10.6% | -4.7% | -5.9% | -10.8% |
| 6M | -3.5% | -17.4% | +13.9% | -2.9% |
| All | -3.5% | -13.9% | +10.4% | -2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling