-57.9%
JD vs RACE
+65.1%
-122.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +4.3% |
| 7D | +11.7% | +5.7% | +6.1% | +8.9% |
| 30D | +8.1% | +9.3% | -1.2% | +3.7% |
| 3M | -12.0% | +3.8% | -15.8% | -13.8% |
| 6M | -3.5% | +29.8% | -33.3% | -15.9% |
| YTD | +3.3% | +15.6% | -12.3% | -5.5% |
| 1Y | -7.4% | +5.1% | -12.5% | -11.2% |
| 3Y | +16.6% | +30.8% | -14.2% | -14.6% |
| 5Y | -57.9% | +67.4% | -125.3% | -80.2% |
| All | -57.9% | +65.1% | -122.9% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling