+59.0%
JD vs ROP
+265.8%
-206.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +3.0% |
| 7D | +13.4% | +2.1% | +11.2% | +12.1% |
| 30D | +7.7% | +32.9% | -25.2% | -6.6% |
| 3M | -11.3% | +20.0% | -31.3% | -19.4% |
| 6M | -5.1% | +36.4% | -41.6% | -19.9% |
| YTD | +5.0% | +7.8% | -2.8% | -0.7% |
| 1Y | -5.6% | +8.0% | -13.6% | -11.0% |
| 3Y | +17.8% | -3.5% | +21.3% | +15.7% |
| 5Y | -57.2% | +1.5% | -58.6% | -59.6% |
| 10Y | +34.8% | +198.5% | -163.7% | -43.1% |
| All | +59.0% | +265.8% | -206.8% | -44.0% |
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 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