+74.9%
XOM vs JD
+21.0%
+53.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -7.3% | +5.2% | -12.5% | -7.5% |
| 30D | -2.6% | +4.5% | -7.1% | -2.9% |
| 3M | +3.6% | -15.4% | +19.0% | +4.6% |
| 6M | +15.3% | -6.0% | +21.3% | +15.6% |
| YTD | +39.4% | +2.2% | +37.3% | +38.9% |
| 1Y | +43.2% | -6.7% | +49.8% | +43.5% |
| 3Y | +74.9% | +20.5% | +54.4% | +70.3% |
| All | +74.9% | +21.0% | +53.9% | +70.3% |
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