-61.3%
JD vs RACE
+93.6%
-154.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.7% |
| 7D | -1.7% | -2.5% | +0.8% | -0.6% |
| 30D | -13.2% | +0.8% | -13.9% | -13.6% |
| 3M | -3.2% | +17.2% | -20.3% | -10.9% |
| 6M | +15.2% | +13.6% | +1.6% | +7.0% |
| YTD | +2.0% | +12.2% | -10.2% | -5.3% |
| 1Y | -5.4% | -16.3% | +10.9% | +1.2% |
| 3Y | -9.1% | +36.4% | -45.5% | -36.0% |
| All | -61.3% | +93.6% | -154.8% | -82.6% |
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