+59.0%
JD vs RRC
-42.3%
+101.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.6% | +2.0% |
| 7D | +13.4% | -10.8% | +24.2% | +14.7% |
| 30D | +7.7% | +22.3% | -14.6% | +5.0% |
| 3M | -11.3% | +26.6% | -37.9% | -13.9% |
| 6M | -5.1% | +18.9% | -24.1% | -7.4% |
| YTD | +5.0% | +39.2% | -34.1% | +0.5% |
| 1Y | -5.6% | +34.0% | -39.6% | -9.4% |
| 3Y | +17.8% | +42.0% | -24.2% | +11.5% |
| 5Y | -57.2% | +111.9% | -169.0% | -62.0% |
| 10Y | +34.8% | +62.8% | -28.0% | +12.4% |
| All | +59.0% | -42.3% | +101.3% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling