+208.2%
XLU vs JD
+45.3%
+162.9%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +2.9% | +0.9% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | -0.4% | -16.0% | +15.7% | +0.4% |
| 3M | +0.5% | -3.2% | +3.7% | +0.5% |
| 6M | -5.8% | +6.1% | -11.8% | -6.2% |
| YTD | +3.1% | -0.1% | +3.3% | +3.0% |
| 1Y | +8.1% | -12.7% | +20.8% | +8.5% |
| 3Y | +50.5% | -6.3% | +56.8% | +49.1% |
| 5Y | +44.7% | -61.3% | +106.1% | +46.8% |
| 10Y | +136.8% | +17.6% | +119.2% | +123.2% |
| All | +208.2% | +45.3% | +162.9% | +188.1% |
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 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