+17.6%
JD vs ROP
+134.1%
-116.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.8% |
| 7D | -0.8% | -5.4% | +4.6% | +1.6% |
| 30D | -16.0% | -1.6% | -14.4% | -15.5% |
| 3M | -3.2% | +18.8% | -22.0% | -11.0% |
| 6M | +6.1% | +8.2% | -2.1% | +1.1% |
| YTD | -0.1% | -10.5% | +10.4% | +3.7% |
| 1Y | -12.7% | -23.7% | +11.0% | -2.2% |
| 3Y | -6.3% | -17.9% | +11.6% | -0.3% |
| 5Y | -61.3% | -15.3% | -46.0% | -60.1% |
| 10Y | +17.6% | +133.4% | -115.8% | -29.9% |
| All | +17.6% | +134.1% | -116.5% | -29.9% |
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