+56.4%
JD vs RL
+220.1%
-163.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -7.3% | +10.6% | +5.2% |
| 7D | +11.7% | -4.7% | +16.4% | +13.0% |
| 30D | +8.1% | +3.6% | +4.5% | +6.8% |
| 3M | -12.0% | +0.5% | -12.5% | -12.4% |
| 6M | -3.5% | +6.6% | -10.1% | -6.3% |
| YTD | +3.3% | +8.8% | -5.5% | -0.8% |
| 1Y | -7.4% | +21.8% | -29.2% | -14.2% |
| 3Y | +16.6% | +245.8% | -229.2% | -22.0% |
| 5Y | -57.9% | +230.0% | -287.8% | -72.0% |
| 10Y | +32.6% | +369.4% | -336.8% | -21.9% |
| All | +56.4% | +220.1% | -163.7% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling