-27.6%
XOP vs JD
+48.9%
-76.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | -10.0% | +7.9% | -17.9% | -11.3% |
| 30D | -9.1% | +4.8% | -13.8% | -9.9% |
| 3M | +5.1% | -13.9% | +19.0% | +7.5% |
| 6M | +6.4% | -5.8% | +12.2% | +6.9% |
| YTD | +39.7% | +2.4% | +37.3% | +37.6% |
| 1Y | +37.2% | -7.5% | +44.8% | +37.6% |
| 3Y | +37.6% | +20.9% | +16.8% | +26.4% |
| 5Y | +76.5% | -58.0% | +134.5% | +86.2% |
| 10Y | +42.6% | +28.9% | +13.7% | +4.7% |
| All | -27.6% | +48.9% | -76.5% | -49.4% |
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