+17.1%
JD vs ROP
-5.5%
+22.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -4.0% | -2.7% | -1.3% | -3.6% |
| 30D | +2.7% | +29.7% | -27.1% | -2.4% |
| 3M | -13.0% | +21.2% | -34.2% | -16.3% |
| 6M | -12.7% | +48.3% | -61.0% | -19.4% |
| YTD | -0.8% | +8.4% | -9.2% | -0.4% |
| 1Y | -8.9% | +6.0% | -14.9% | -7.8% |
| All | +17.1% | -5.5% | +22.6% | +28.0% |
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