+19.8%
JD vs ROK
+347.1%
-327.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.6% |
| 7D | -0.8% | +2.8% | -3.6% | -1.8% |
| 30D | -16.0% | -2.4% | -13.6% | -15.4% |
| 3M | -3.2% | -4.7% | +1.5% | -2.2% |
| 6M | +6.1% | +16.8% | -10.7% | -1.7% |
| YTD | -0.1% | +11.4% | -11.5% | -6.0% |
| 1Y | -12.7% | +26.2% | -38.9% | -22.0% |
| 3Y | -6.3% | +51.9% | -58.2% | -25.0% |
| 5Y | -61.3% | +46.4% | -107.7% | -69.4% |
| All | +19.8% | +347.1% | -327.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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