-27.7%
XOP vs JD
+52.8%
-80.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.5% |
| 7D | -14.7% | +13.4% | -28.1% | -16.6% |
| 30D | -7.7% | +7.7% | -15.4% | -9.0% |
| 3M | +4.4% | -11.3% | +15.7% | +6.3% |
| 6M | +3.5% | -5.1% | +8.7% | +3.9% |
| YTD | +39.4% | +5.0% | +34.4% | +36.7% |
| 1Y | +39.8% | -5.6% | +45.4% | +39.7% |
| 3Y | +29.7% | +17.8% | +11.9% | +19.7% |
| 5Y | +78.6% | -57.2% | +135.7% | +87.8% |
| 10Y | +51.8% | +34.8% | +17.1% | +10.6% |
| All | -27.7% | +52.8% | -80.5% | -49.8% |
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