+24.0%
JD vs RACE
+647.6%
-623.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.8% |
| 7D | -1.7% | -2.5% | +0.8% | -0.5% |
| 30D | -13.2% | +0.8% | -13.9% | -13.7% |
| 3M | -3.2% | +17.2% | -20.3% | -11.0% |
| 6M | +15.2% | +13.6% | +1.6% | +6.8% |
| YTD | +2.0% | +12.2% | -10.2% | -5.5% |
| 1Y | -5.4% | -16.3% | +10.9% | +0.1% |
| 3Y | -9.1% | +36.4% | -45.5% | -29.5% |
| 5Y | -59.6% | +95.0% | -154.6% | -74.6% |
| 10Y | +26.2% | +813.2% | -787.0% | -58.7% |
| All | +24.0% | +647.6% | -623.6% | -59.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling