-63.5%
JD vs RACE
+62.4%
-125.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.2% |
| 7D | -4.0% | -4.0% | 0.0% | -2.3% |
| 30D | +2.7% | +3.5% | -0.9% | +0.9% |
| 3M | -13.0% | -0.4% | -12.6% | -13.2% |
| 6M | -12.7% | +23.2% | -35.9% | -22.0% |
| YTD | -0.8% | +11.0% | -11.8% | -7.6% |
| 1Y | -8.9% | -2.2% | -6.7% | -9.5% |
| 3Y | +17.0% | +22.5% | -5.5% | -10.7% |
| 5Y | -63.5% | +63.2% | -126.7% | -83.0% |
| All | -63.5% | +62.4% | -125.9% | -83.0% |
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 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