+20.1%
JD vs RL
+308.9%
-288.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.0% | -0.2% | +1.3% |
| 7D | -1.7% | -0.8% | -0.9% | -1.5% |
| 30D | -13.2% | -7.8% | -5.4% | -11.2% |
| 3M | -3.2% | -4.0% | +0.8% | -2.5% |
| 6M | +15.2% | -1.9% | +17.1% | +14.2% |
| YTD | +2.0% | -0.2% | +2.1% | +0.4% |
| 1Y | -5.4% | +10.7% | -16.0% | -10.0% |
| 3Y | -9.1% | +210.8% | -219.9% | -38.3% |
| 5Y | -59.6% | +238.2% | -297.8% | -73.8% |
| All | +20.1% | +308.9% | -288.9% | -22.8% |
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