+124.6%
XLP vs JD
+31.9%
+92.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.4% |
| 7D | +0.7% | +13.4% | -12.6% | -0.1% |
| 30D | +10.3% | +7.7% | +2.6% | +9.7% |
| 3M | +6.5% | -11.3% | +17.8% | +7.3% |
| 6M | +8.4% | -5.1% | +13.5% | +8.6% |
| YTD | +18.2% | +5.0% | +13.2% | +17.5% |
| 1Y | +22.4% | -5.6% | +28.1% | +22.5% |
| 3Y | +41.9% | +17.8% | +24.1% | +37.8% |
| 5Y | +40.9% | -57.2% | +98.0% | +43.8% |
| All | +124.6% | +31.9% | +92.6% | +94.0% |
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