+22.7%
XLP vs JD
-8.1%
+30.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | +2.5% | -4.1% | +6.6% | +2.7% |
| 30D | +7.3% | +4.6% | +2.7% | +7.0% |
| 3M | +8.1% | -4.7% | +12.8% | +8.2% |
| 6M | +10.5% | -17.4% | +27.8% | +11.4% |
| YTD | +21.2% | +0.7% | +20.5% | +20.5% |
| 1Y | +22.7% | -5.9% | +28.6% | +22.8% |
| All | +22.7% | -8.1% | +30.8% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling