+30.8%
XLV vs JD
-7.9%
+38.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -3.6% | -4.2% | +0.7% | -3.3% |
| 30D | -1.8% | -14.4% | +12.6% | -0.9% |
| 3M | +7.8% | -3.6% | +11.4% | +8.0% |
| 6M | +9.1% | -0.3% | +9.4% | +9.0% |
| YTD | +7.7% | -2.4% | +10.1% | +7.7% |
| 1Y | +20.4% | -18.5% | +39.0% | +21.6% |
| 3Y | +30.8% | -7.0% | +37.8% | +31.1% |
| All | +30.8% | -7.9% | +38.6% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling