-21.0%
XOP vs JD
+48.3%
-69.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.2% |
| 7D | +2.6% | -1.7% | +4.2% | +2.8% |
| 30D | +15.4% | -13.2% | +28.6% | +18.2% |
| 3M | +12.1% | -3.2% | +15.2% | +12.5% |
| 6M | +19.7% | +15.2% | +4.5% | +15.8% |
| YTD | +52.4% | +2.0% | +50.4% | +50.6% |
| 1Y | +47.6% | -5.4% | +52.9% | +47.4% |
| 3Y | +34.4% | -9.1% | +43.5% | +30.2% |
| 5Y | +154.4% | -59.6% | +214.0% | +170.8% |
| 10Y | +54.7% | +26.2% | +28.4% | +14.1% |
| All | -21.0% | +48.3% | -69.3% | -44.7% |
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