+17.6%
JD vs RL
+304.3%
-286.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -0.9% | -1.7% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | -16.0% | -12.2% | -3.8% | -12.9% |
| 3M | -3.2% | -6.6% | +3.5% | -1.7% |
| 6M | +6.1% | +3.2% | +2.9% | +3.7% |
| YTD | -0.1% | -1.3% | +1.2% | -1.4% |
| 1Y | -12.7% | +13.6% | -26.3% | -17.6% |
| 3Y | -6.3% | +210.9% | -217.2% | -36.5% |
| 5Y | -61.3% | +246.9% | -308.2% | -75.0% |
| 10Y | +17.6% | +310.1% | -292.5% | -24.1% |
| All | +17.6% | +304.3% | -286.7% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded RL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling