+53.4%
XOM vs JD
-6.1%
+59.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.8% |
| 7D | -2.4% | -0.8% | -1.6% | -2.3% |
| 30D | +5.7% | -16.0% | +21.7% | +6.5% |
| 3M | +6.6% | -3.2% | +9.7% | +6.7% |
| 6M | +7.7% | +6.1% | +1.6% | +7.1% |
| YTD | +36.2% | -0.1% | +36.3% | +35.8% |
| 1Y | +50.5% | -12.7% | +63.2% | +51.2% |
| 3Y | +53.4% | -6.3% | +59.7% | +44.4% |
| All | +53.4% | -6.1% | +59.5% | +44.4% |
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