+214.6%
XLU vs JD
+46.5%
+168.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.5% |
| 7D | +2.1% | -4.1% | +6.2% | +2.3% |
| 30D | +5.6% | +4.6% | +1.0% | +5.3% |
| 3M | +0.7% | -4.7% | +5.5% | +0.9% |
| 6M | -0.1% | -17.4% | +17.3% | +0.7% |
| YTD | +5.3% | +0.7% | +4.6% | +5.1% |
| 1Y | +2.2% | -5.9% | +8.0% | +2.2% |
| 3Y | +61.6% | +18.9% | +42.7% | +58.5% |
| 5Y | +53.6% | -62.9% | +116.5% | +56.2% |
| 10Y | +162.3% | +32.5% | +129.8% | +146.4% |
| All | +214.6% | +46.5% | +168.2% | +194.0% |
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