-62.4%
JD vs ROP
+1.9%
-64.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | -4.1% | +0.7% | -4.8% | -4.4% |
| 30D | +4.6% | +28.8% | -24.2% | -4.7% |
| 3M | -4.7% | +21.1% | -25.8% | -11.4% |
| 6M | -17.4% | +52.5% | -69.9% | -30.1% |
| YTD | +0.7% | +8.9% | -8.2% | -1.7% |
| 1Y | -5.9% | +8.2% | -14.1% | -7.9% |
| 3Y | +18.9% | -5.2% | +24.0% | +21.4% |
| All | -62.4% | +1.9% | -64.3% | -65.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling