+32.2%
JD vs ROL
+214.5%
-182.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | +0.4% | +0.8% | -0.3% | +0.1% |
| 30D | +4.2% | +20.6% | -16.3% | -2.4% |
| 3M | -12.8% | +4.5% | -17.2% | -14.3% |
| 6M | -8.8% | -26.5% | +17.7% | +0.6% |
| YTD | +0.5% | -34.8% | +35.3% | +15.2% |
| 1Y | -8.8% | -33.2% | +24.4% | +3.5% |
| 3Y | +18.6% | +4.5% | +14.1% | +10.2% |
| 5Y | -62.2% | +15.5% | -77.8% | -67.2% |
| 10Y | +32.2% | +217.2% | -185.0% | -25.9% |
| All | +32.2% | +214.5% | -182.3% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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