-9.5%
JD vs ROP
-16.7%
+7.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.4% | +2.6% |
| 7D | -1.7% | -4.4% | +2.8% | -0.8% |
| 30D | -13.2% | +3.2% | -16.4% | -13.8% |
| 3M | -3.2% | +23.1% | -26.2% | -7.6% |
| 6M | +15.2% | +13.3% | +1.9% | +12.0% |
| YTD | +2.0% | -7.9% | +9.8% | +5.8% |
| 1Y | -5.4% | -22.1% | +16.7% | +4.5% |
| All | -9.5% | -16.7% | +7.2% | -8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling