+135.9%
XLU vs JD
+20.6%
+115.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.3% |
| 7D | -1.6% | -4.2% | +2.6% | -1.4% |
| 30D | -3.3% | -14.4% | +11.1% | -2.6% |
| 3M | -3.2% | -3.6% | +0.4% | -3.1% |
| 6M | -7.0% | -0.3% | -6.7% | -7.1% |
| YTD | +0.6% | -2.4% | +3.0% | +0.5% |
| 1Y | +2.4% | -18.5% | +21.0% | +3.2% |
| 3Y | +46.3% | -7.0% | +53.3% | +44.7% |
| 5Y | +44.0% | -61.7% | +105.7% | +46.6% |
| All | +135.9% | +20.6% | +115.2% | +111.6% |
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