-58.0%
JD vs RACE
+67.1%
-125.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.8% |
| 7D | +7.9% | +3.9% | +4.0% | +5.9% |
| 30D | +4.8% | +7.4% | -2.7% | +1.3% |
| 3M | -13.9% | +1.6% | -15.5% | -14.9% |
| 6M | -5.8% | +23.3% | -29.1% | -15.9% |
| YTD | +2.4% | +14.7% | -12.2% | -6.1% |
| 1Y | -7.5% | +2.5% | -10.1% | -10.3% |
| 3Y | +20.9% | +28.0% | -7.1% | -10.2% |
| 5Y | -58.0% | +69.8% | -127.8% | -80.4% |
| All | -58.0% | +67.1% | -125.1% | -80.4% |
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