+21.5%
JD vs RCAT
-98.5%
+119.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +1.9% |
| 7D | -1.7% | -1.4% | -0.3% | -1.7% |
| 30D | -13.2% | -3.3% | -9.8% | -13.2% |
| 3M | -3.2% | -43.2% | +40.0% | -3.1% |
| 6M | +15.2% | -43.2% | +58.4% | +15.3% |
| YTD | +2.0% | +5.5% | -3.6% | +1.9% |
| 1Y | -5.4% | -1.6% | -3.7% | -5.5% |
| 3Y | -9.1% | +773.7% | -782.8% | -9.4% |
| 5Y | -59.6% | +187.6% | -247.2% | -59.7% |
| All | +21.5% | -98.5% | +119.9% | +35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling