-9.5%
JD vs RRC
+31.1%
-40.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.0% |
| 7D | -1.7% | +1.3% | -3.0% | -1.9% |
| 30D | -13.2% | +10.1% | -23.3% | -14.7% |
| 3M | -3.2% | +4.0% | -7.2% | -4.1% |
| 6M | +15.2% | +1.6% | +13.6% | +14.3% |
| YTD | +2.0% | +19.7% | -17.7% | -2.6% |
| 1Y | -5.4% | +21.4% | -26.8% | -10.1% |
| All | -9.5% | +31.1% | -40.6% | -18.2% |
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