-3.5%
JD vs RACE
+26.7%
-30.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.3% | +5.6% | +3.6% |
| 7D | +11.7% | +5.7% | +6.1% | +10.7% |
| 30D | +8.1% | +9.3% | -1.2% | +6.6% |
| 3M | -12.0% | +3.8% | -15.8% | -12.7% |
| 6M | -3.5% | +29.8% | -33.3% | -9.5% |
| All | -3.5% | +26.7% | -30.2% | -9.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling