+192.9%
XOM vs JD
+20.6%
+172.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +4.1% | -4.2% | +8.3% | +4.5% |
| 30D | +4.6% | -14.4% | +19.0% | +6.0% |
| 3M | +14.0% | -3.6% | +17.5% | +14.2% |
| 6M | +11.0% | -0.3% | +11.3% | +10.6% |
| YTD | +40.7% | -2.4% | +43.1% | +40.4% |
| 1Y | +52.3% | -18.5% | +70.8% | +54.4% |
| 3Y | +60.5% | -7.0% | +67.5% | +57.5% |
| 5Y | +266.4% | -61.7% | +328.1% | +283.2% |
| All | +192.9% | +20.6% | +172.3% | +136.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling