+34.4%
JD vs RL
+337.1%
-302.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | -4.1% | +2.6% | -6.7% | -4.9% |
| 30D | +4.6% | +2.9% | +1.7% | +3.4% |
| 3M | -4.7% | 0.0% | -4.7% | -5.2% |
| 6M | -17.4% | +17.1% | -34.5% | -22.0% |
| YTD | +0.7% | +10.1% | -9.4% | -4.0% |
| 1Y | -5.9% | +17.3% | -23.2% | -12.1% |
| 3Y | +18.9% | +249.3% | -230.5% | -22.6% |
| 5Y | -62.9% | +240.9% | -303.8% | -76.2% |
| All | +34.4% | +337.1% | -302.7% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling