-57.1%
JD vs RCAT
+46.9%
-104.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +18.6% | -17.0% | +1.0% |
| 7D | +13.4% | -12.7% | +26.1% | +13.7% |
| 30D | +7.7% | -34.3% | +42.0% | +9.0% |
| 3M | -11.3% | -53.4% | +42.1% | -9.3% |
| 6M | -5.1% | -62.0% | +56.8% | -2.9% |
| YTD | +5.0% | -49.1% | +54.1% | +5.5% |
| 1Y | -5.6% | -53.1% | +47.5% | -5.2% |
| 3Y | +17.8% | +318.7% | -300.9% | +6.3% |
| All | -57.1% | +46.9% | -104.0% | -60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling