-57.1%
JD vs ROK
+19.3%
-76.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +2.1% |
| 7D | +13.4% | -13.8% | +27.2% | +18.0% |
| 30D | +7.7% | -14.9% | +22.6% | +12.4% |
| 3M | -11.3% | -14.7% | +3.4% | -7.6% |
| 6M | -5.1% | -17.7% | +12.5% | -0.8% |
| YTD | +5.0% | -2.5% | +7.5% | +2.5% |
| 1Y | -5.6% | +2.3% | -7.9% | -9.8% |
| 3Y | +17.8% | +52.7% | -35.0% | -7.7% |
| All | -57.1% | +19.3% | -76.4% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling