+18.9%
JD vs RRC
+60.0%
-41.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -4.1% | +6.4% | -10.5% | -5.1% |
| 30D | +4.6% | +23.9% | -19.3% | +0.3% |
| 3M | -4.7% | +30.2% | -34.9% | -9.7% |
| 6M | -17.4% | +26.3% | -43.6% | -21.3% |
| YTD | +0.7% | +48.1% | -47.4% | -8.2% |
| 1Y | -5.9% | +37.7% | -43.5% | -12.8% |
| 3Y | +18.9% | +60.3% | -41.4% | +4.1% |
| All | +18.9% | +60.0% | -41.1% | +4.1% |
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