+245.0%
XLV vs JD
+41.7%
+203.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | -0.1% |
| 7D | -3.7% | -3.0% | -0.7% | -3.4% |
| 30D | -1.1% | -19.3% | +18.2% | +1.0% |
| 3M | +8.2% | -6.0% | +14.3% | +8.8% |
| 6M | +8.9% | +1.8% | +7.1% | +8.4% |
| YTD | +8.5% | -2.6% | +11.1% | +8.4% |
| 1Y | +22.3% | -17.4% | +39.7% | +24.1% |
| 3Y | +32.6% | -8.6% | +41.2% | +30.0% |
| 5Y | +34.4% | -61.6% | +96.0% | +40.1% |
| 10Y | +175.4% | +16.9% | +158.5% | +129.8% |
| All | +245.0% | +41.7% | +203.3% | +184.8% |
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