+34.1%
XLP vs JD
-60.2%
+94.3%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -1.0% | -1.7% | +0.7% | -1.0% |
| 30D | -0.9% | -13.2% | +12.3% | -0.4% |
| 3M | +3.8% | -3.2% | +7.0% | +3.9% |
| 6M | -1.7% | +15.2% | -17.0% | -2.3% |
| YTD | +10.3% | +2.0% | +8.3% | +10.1% |
| 1Y | +7.8% | -5.4% | +13.2% | +7.8% |
| 3Y | +27.2% | -9.1% | +36.3% | +26.4% |
| All | +34.1% | -60.2% | +94.3% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling