+1,071.9%
XLK vs JD
+48.3%
+1,023.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.3% |
| 7D | +0.9% | -1.7% | +2.5% | +1.2% |
| 30D | +0.7% | -13.2% | +13.9% | +3.5% |
| 3M | -2.9% | -3.2% | +0.3% | -2.6% |
| 6M | +34.3% | +15.2% | +19.0% | +29.5% |
| YTD | +30.4% | +2.0% | +28.4% | +28.9% |
| 1Y | +43.4% | -5.4% | +48.7% | +43.6% |
| 3Y | +116.8% | -9.1% | +125.9% | +109.6% |
| 5Y | +144.0% | -59.6% | +203.6% | +163.2% |
| 10Y | +778.8% | +26.2% | +752.5% | +587.8% |
| All | +1,071.9% | +48.3% | +1,023.6% | +799.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling