+17.8%
JD vs RRC
+36.3%
-18.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +2.1% |
| 7D | +13.4% | -10.8% | +24.2% | +15.4% |
| 30D | +7.7% | +22.3% | -14.6% | +3.3% |
| 3M | -11.3% | +26.6% | -37.9% | -15.7% |
| 6M | -5.1% | +18.9% | -24.1% | -8.8% |
| YTD | +5.0% | +39.2% | -34.1% | -3.4% |
| 1Y | -5.6% | +34.0% | -39.6% | -12.6% |
| 3Y | +17.8% | +42.0% | -24.2% | +11.7% |
| All | +17.8% | +36.3% | -18.5% | +11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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