+160.5%
XOM vs JD
+48.3%
+112.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -1.9% |
| 7D | +1.8% | -1.7% | +3.4% | +1.9% |
| 30D | +5.9% | -13.2% | +19.0% | +7.2% |
| 3M | +5.6% | -3.2% | +8.8% | +5.8% |
| 6M | +7.9% | +15.2% | -7.4% | +6.1% |
| YTD | +35.2% | +2.0% | +33.2% | +34.4% |
| 1Y | +46.0% | -5.4% | +51.4% | +45.9% |
| 3Y | +55.0% | -9.1% | +64.1% | +52.5% |
| 5Y | +246.3% | -59.6% | +305.9% | +258.3% |
| 10Y | +181.0% | +26.2% | +154.7% | +134.1% |
| All | +160.5% | +48.3% | +112.2% | +113.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling