-58.4%
JD vs RL
+245.5%
-304.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +5.2% | +1.3% | +3.9% | +4.4% |
| 30D | +4.5% | +7.6% | -3.1% | +1.4% |
| 3M | -15.4% | -1.5% | -13.9% | -15.4% |
| 6M | -6.0% | +12.1% | -18.1% | -11.3% |
| YTD | +2.2% | +13.9% | -11.8% | -5.2% |
| 1Y | -6.7% | +20.7% | -27.3% | -15.7% |
| 3Y | +20.5% | +260.6% | -240.0% | -38.9% |
| 5Y | -58.4% | +248.9% | -307.3% | -80.7% |
| All | -58.4% | +245.5% | -304.0% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling