+53.8%
XOP vs JD
-13.2%
+67.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +1.7% |
| 7D | +0.6% | -0.8% | +1.4% | +0.6% |
| 30D | +16.5% | -16.0% | +32.6% | +17.3% |
| 3M | +15.7% | -3.2% | +18.9% | +15.7% |
| 6M | +19.2% | +6.1% | +13.1% | +16.7% |
| YTD | +55.0% | -0.1% | +55.1% | +53.5% |
| All | +53.8% | -13.2% | +67.0% | +59.3% |
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 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