+162.4%
XOP vs JD
-61.6%
+224.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.7% | +1.9% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +16.5% | -16.0% | +32.6% | +18.6% |
| 3M | +15.7% | -3.2% | +18.9% | +16.0% |
| 6M | +19.2% | +6.1% | +13.1% | +17.8% |
| YTD | +55.0% | -0.1% | +55.1% | +54.1% |
| 1Y | +54.2% | -12.7% | +66.9% | +55.6% |
| 3Y | +35.9% | -6.3% | +42.2% | +33.7% |
| 5Y | +162.4% | -61.3% | +223.8% | +182.6% |
| All | +162.4% | -61.6% | +224.0% | +182.6% |
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