-9.7%
JD vs RACE
+10.6%
-20.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.3% | -1.2% | +2.2% |
| 7D | +9.0% | +9.9% | -1.0% | +7.0% |
| 30D | +5.2% | +12.8% | -7.6% | +2.8% |
| 3M | -15.9% | +7.4% | -23.3% | -17.2% |
| 6M | -7.7% | +27.6% | -35.3% | -12.9% |
| YTD | +0.1% | +18.4% | -18.3% | -4.0% |
| 1Y | -9.7% | +9.5% | -19.3% | -12.0% |
| All | -9.7% | +10.6% | -20.3% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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