+28.9%
JD vs RCAT
-99.6%
+128.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +11.4% | -13.9% | -2.5% |
| 7D | +7.9% | +1.1% | +6.8% | +7.9% |
| 30D | +4.8% | -22.0% | +26.8% | +4.8% |
| 3M | -13.9% | -51.1% | +37.2% | -13.8% |
| 6M | -5.8% | -56.6% | +50.8% | -5.7% |
| YTD | +2.4% | -43.3% | +45.7% | +2.4% |
| 1Y | -7.5% | -51.5% | +44.0% | -7.5% |
| 3Y | +20.9% | +411.4% | -390.5% | +20.7% |
| 5Y | -58.0% | +74.4% | -132.5% | -58.1% |
| 10Y | +28.9% | -99.6% | +128.5% | +44.0% |
| All | +28.9% | -99.6% | +128.5% | +44.0% |
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