-63.5%
JD vs RCAT
+57.4%
-120.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -8.3% | +7.0% | -1.0% |
| 7D | -4.0% | +15.6% | -19.6% | -4.6% |
| 30D | +2.7% | -24.1% | +26.8% | +3.4% |
| 3M | -13.0% | -61.9% | +48.8% | -10.4% |
| 6M | -12.7% | -64.3% | +51.6% | -10.4% |
| YTD | -0.8% | -50.4% | +49.6% | -0.3% |
| 1Y | -8.9% | -54.0% | +45.1% | -8.4% |
| 3Y | +17.0% | +347.2% | -330.1% | +5.2% |
| 5Y | -63.5% | +45.7% | -109.2% | -67.0% |
| All | -63.5% | +57.4% | -120.9% | -67.0% |
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 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