-6.3%
JD vs RRX
+4.1%
-10.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.2% |
| 7D | -0.8% | +4.3% | -5.1% | -1.6% |
| 30D | -16.0% | -8.0% | -8.0% | -14.7% |
| 3M | -3.2% | -22.0% | +18.8% | +0.6% |
| 6M | +6.1% | -11.9% | +18.0% | +6.0% |
| YTD | -0.1% | +17.1% | -17.2% | -8.1% |
| 1Y | -12.7% | +14.9% | -27.6% | -19.6% |
| 3Y | -6.3% | +6.9% | -13.2% | -11.4% |
| All | -6.3% | +4.1% | -10.4% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling