-61.3%
JD vs ROK
+46.6%
-108.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.7% |
| 7D | -0.8% | +2.8% | -3.6% | -1.7% |
| 30D | -16.0% | -2.4% | -13.6% | -15.4% |
| 3M | -3.2% | -4.7% | +1.5% | -2.3% |
| 6M | +6.1% | +16.8% | -10.7% | -1.2% |
| YTD | -0.1% | +11.4% | -11.5% | -5.6% |
| 1Y | -12.7% | +26.2% | -38.9% | -21.5% |
| 3Y | -6.3% | +51.9% | -58.2% | -24.1% |
| 5Y | -61.3% | +46.4% | -107.7% | -69.6% |
| All | -61.3% | +46.6% | -108.0% | -69.6% |
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