+32.3%
JD vs RL
+342.1%
-309.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.1% |
| 7D | -4.0% | +2.4% | -6.4% | -4.7% |
| 30D | +2.7% | +4.6% | -1.9% | +1.1% |
| 3M | -13.0% | -1.1% | -11.9% | -13.1% |
| 6M | -12.7% | +16.5% | -29.2% | -17.5% |
| YTD | -0.8% | +11.4% | -12.2% | -5.7% |
| 1Y | -8.9% | +16.1% | -25.0% | -14.6% |
| 3Y | +17.0% | +252.6% | -235.6% | -24.0% |
| 5Y | -63.5% | +244.9% | -308.4% | -76.7% |
| All | +32.3% | +342.1% | -309.8% | -11.9% |
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