+28.9%
JD vs ROP
+189.6%
-160.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.1% |
| 7D | +7.9% | -1.6% | +9.6% | +8.6% |
| 30D | +4.8% | +29.5% | -24.8% | -6.8% |
| 3M | -13.9% | +17.5% | -31.5% | -20.3% |
| 6M | -5.8% | +38.1% | -43.9% | -19.6% |
| YTD | +2.4% | +7.0% | -4.6% | -2.1% |
| 1Y | -7.5% | +6.5% | -14.1% | -11.5% |
| 3Y | +20.9% | -5.5% | +26.4% | +20.8% |
| 5Y | -58.0% | -0.4% | -57.7% | -59.7% |
| 10Y | +28.9% | +183.6% | -154.7% | -26.6% |
| All | +28.9% | +189.6% | -160.7% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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