+54.3%
JD vs ROP
+212.6%
-158.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.6% | +5.4% | +3.6% |
| 7D | -1.7% | -4.4% | +2.8% | +0.5% |
| 30D | -13.2% | +3.2% | -16.4% | -14.6% |
| 3M | -3.2% | +23.1% | -26.2% | -13.3% |
| 6M | +15.2% | +13.3% | +1.9% | +6.7% |
| YTD | +2.0% | -7.9% | +9.8% | +4.6% |
| 1Y | -5.4% | -22.1% | +16.7% | +5.8% |
| 3Y | -9.1% | -16.8% | +7.7% | -3.5% |
| 5Y | -59.6% | -13.5% | -46.1% | -58.7% |
| 10Y | +26.2% | +137.7% | -111.4% | -39.1% |
| All | +54.3% | +212.6% | -158.2% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling