+165.0%
XLP vs JD
+48.3%
+116.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -1.0% | -1.7% | +0.7% | -0.9% |
| 30D | -0.9% | -13.2% | +12.3% | 0.0% |
| 3M | +3.8% | -3.2% | +7.0% | +4.0% |
| 6M | -1.7% | +15.2% | -17.0% | -2.8% |
| YTD | +10.3% | +2.0% | +8.3% | +9.9% |
| 1Y | +7.8% | -5.4% | +13.2% | +7.8% |
| 3Y | +27.2% | -9.1% | +36.3% | +25.7% |
| 5Y | +32.5% | -59.6% | +92.1% | +35.4% |
| 10Y | +101.8% | +26.2% | +75.6% | +79.8% |
| All | +165.0% | +48.3% | +116.7% | +134.8% |
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