-9.5%
JD vs RACE
+36.9%
-46.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.3% |
| 7D | -1.7% | -2.5% | +0.8% | -1.1% |
| 30D | -13.2% | +0.8% | -13.9% | -13.4% |
| 3M | -3.2% | +17.2% | -20.3% | -7.1% |
| 6M | +15.2% | +13.6% | +1.6% | +11.1% |
| YTD | +2.0% | +12.2% | -10.2% | -1.6% |
| 1Y | -5.4% | -16.3% | +10.9% | -2.2% |
| All | -9.5% | +36.9% | -46.4% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling