+41.9%
XLP vs JD
+16.8%
+25.1%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.9% | -1.3% |
| 7D | +0.7% | +13.4% | -12.6% | +0.3% |
| 30D | +10.3% | +7.7% | +2.6% | +9.9% |
| 3M | +6.5% | -11.3% | +17.8% | +6.9% |
| 6M | +8.4% | -5.1% | +13.5% | +8.5% |
| YTD | +18.2% | +5.0% | +13.2% | +17.8% |
| 1Y | +22.4% | -5.6% | +28.1% | +22.5% |
| 3Y | +41.9% | +17.8% | +24.1% | +40.1% |
| All | +41.9% | +16.8% | +25.1% | +40.1% |
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