+0.7%
JD vs RBRK
+130.1%
-129.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -2.2% |
| 7D | -3.0% | +1.9% | -4.9% | -3.1% |
| 30D | -19.3% | -9.3% | -10.0% | -18.9% |
| 3M | -6.0% | +23.8% | -29.8% | -8.6% |
| 6M | +1.8% | +55.4% | -53.6% | -4.0% |
| YTD | -2.6% | +16.1% | -18.7% | -5.1% |
| 1Y | -17.4% | -9.8% | -7.6% | -17.3% |
| All | +0.7% | +130.1% | -129.4% | -8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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