+47.6%
XOP vs JD
-5.6%
+53.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | +2.6% | -1.7% | +4.2% | +2.6% |
| 30D | +15.4% | -13.2% | +28.6% | +15.9% |
| 3M | +12.1% | -3.2% | +15.2% | +12.1% |
| 6M | +19.7% | +15.2% | +4.5% | +16.1% |
| YTD | +52.4% | +2.0% | +50.4% | +51.1% |
| 1Y | +47.6% | -5.4% | +52.9% | +51.5% |
| All | +47.6% | -5.6% | +53.2% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling