+261.8%
XOM vs JD
-60.9%
+322.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +2.3% |
| 7D | 0.0% | -3.0% | +3.0% | +0.2% |
| 30D | +3.4% | -19.3% | +22.8% | +4.3% |
| 3M | +11.0% | -6.0% | +17.0% | +11.2% |
| 6M | +10.6% | +1.8% | +8.8% | +10.3% |
| YTD | +39.2% | -2.6% | +41.8% | +39.1% |
| 1Y | +52.7% | -17.4% | +70.2% | +53.6% |
| 3Y | +56.8% | -8.6% | +65.4% | +56.2% |
| 5Y | +261.8% | -61.6% | +323.4% | +269.5% |
| All | +261.8% | -60.9% | +322.7% | +269.5% |
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