+54.3%
JD vs ROK
+360.8%
-306.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.4% |
| 7D | -1.7% | +0.7% | -2.4% | -1.9% |
| 30D | -13.2% | -3.3% | -9.8% | -12.1% |
| 3M | -3.2% | -5.9% | +2.7% | -1.6% |
| 6M | +15.2% | +13.9% | +1.4% | +7.4% |
| YTD | +2.0% | +12.6% | -10.6% | -4.9% |
| 1Y | -5.4% | +28.6% | -34.0% | -16.8% |
| 3Y | -9.1% | +45.1% | -54.2% | -26.9% |
| 5Y | -59.6% | +45.6% | -105.2% | -68.4% |
| 10Y | +26.2% | +345.0% | -318.8% | -48.6% |
| All | +54.3% | +360.8% | -306.4% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling