+16.5%
JD vs RRX
+228.4%
-211.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.5% | -1.0% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | -14.4% | -6.1% | -8.3% | -12.8% |
| 3M | -3.6% | -23.1% | +19.5% | +3.1% |
| 6M | -0.3% | -19.5% | +19.2% | +3.3% |
| YTD | -2.4% | +16.1% | -18.4% | -12.5% |
| 1Y | -18.5% | +12.9% | -31.5% | -26.8% |
| 3Y | -7.0% | +7.9% | -15.0% | -19.3% |
| 5Y | -61.7% | +19.1% | -80.8% | -68.9% |
| All | +16.5% | +228.4% | -211.8% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 10y: compounded portfolio wealth divided by compounded RRX 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…
10y analysis · Full analysis span regression · 6 months rolling