+32.5%
JD vs RL
+369.1%
-336.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +5.2% | +1.3% | +3.9% | +4.5% |
| 30D | +4.5% | +7.6% | -3.1% | +2.1% |
| 3M | -15.4% | -1.5% | -13.9% | -15.4% |
| 6M | -6.0% | +12.1% | -18.1% | -10.2% |
| YTD | +2.2% | +13.9% | -11.8% | -3.5% |
| 1Y | -6.7% | +20.7% | -27.3% | -13.5% |
| 3Y | +20.5% | +260.6% | -240.0% | -22.1% |
| 5Y | -58.4% | +248.9% | -307.3% | -73.5% |
| 10Y | +32.5% | +355.9% | -323.4% | -16.7% |
| All | +32.5% | +369.1% | -336.6% | -16.7% |
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