+28.4%
XLY vs JD
-61.2%
+89.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.9% |
| 7D | -1.7% | -4.2% | +2.5% | -1.0% |
| 30D | -4.2% | -14.4% | +10.2% | -1.9% |
| 3M | -2.7% | -3.6% | +0.9% | -2.3% |
| 6M | -0.6% | -0.3% | -0.3% | -1.0% |
| YTD | -5.0% | -2.4% | -2.7% | -5.1% |
| 1Y | -4.1% | -18.5% | +14.4% | -1.6% |
| 3Y | +33.6% | -7.0% | +40.6% | +30.0% |
| All | +28.4% | -61.2% | +89.6% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling