-6.7%
JD vs ROK
+6.7%
-13.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.3% |
| 7D | +5.2% | -11.0% | +16.2% | +5.7% |
| 30D | +4.5% | -8.2% | +12.7% | +4.7% |
| 3M | -15.4% | -8.5% | -7.0% | -15.3% |
| 6M | -6.0% | -12.0% | +5.9% | -5.8% |
| YTD | +2.2% | +3.1% | -0.9% | -1.2% |
| 1Y | -6.7% | +2.9% | -9.5% | -9.8% |
| All | -6.7% | +6.7% | -13.3% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling