+59.0%
JD vs RMD
+446.6%
-387.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +2.2% |
| 7D | +13.4% | +2.3% | +11.0% | +12.4% |
| 30D | +7.7% | +4.1% | +3.6% | +5.9% |
| 3M | -11.3% | +5.7% | -17.0% | -13.4% |
| 6M | -5.1% | +12.9% | -18.0% | -10.2% |
| YTD | +5.0% | -1.5% | +6.6% | +3.9% |
| 1Y | -5.6% | -4.8% | -0.9% | -5.6% |
| 3Y | +17.8% | +57.5% | -39.7% | -5.4% |
| 5Y | -57.2% | -5.5% | -51.7% | -59.2% |
| 10Y | +34.8% | +357.8% | -323.0% | -24.6% |
| All | +59.0% | +446.6% | -387.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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