+59.0%
JD vs RL
+215.7%
-156.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.0% |
| 7D | +13.4% | -4.2% | +17.5% | +14.4% |
| 30D | +7.7% | +4.3% | +3.4% | +6.3% |
| 3M | -11.3% | -4.6% | -6.7% | -10.4% |
| 6M | -5.1% | +1.7% | -6.9% | -6.7% |
| YTD | +5.0% | +7.3% | -2.3% | +1.1% |
| 1Y | -5.6% | +20.8% | -26.4% | -12.3% |
| 3Y | +17.8% | +247.0% | -229.2% | -21.3% |
| 5Y | -57.2% | +225.5% | -282.6% | -71.5% |
| 10Y | +34.8% | +363.0% | -328.2% | -20.3% |
| All | +59.0% | +215.7% | -156.7% | -8.7% |
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 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