-61.6%
JD vs RRX
+16.5%
-78.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | +0.1% | -1.8% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -19.3% | -8.0% | -11.4% | -17.6% |
| 3M | -6.0% | -25.1% | +19.0% | +0.1% |
| 6M | +1.8% | -18.3% | +20.1% | +4.2% |
| YTD | -2.6% | +14.2% | -16.7% | -11.8% |
| 1Y | -17.4% | +13.0% | -30.5% | -25.4% |
| 3Y | -8.6% | +4.2% | -12.8% | -17.9% |
| 5Y | -61.6% | +17.9% | -79.5% | -66.5% |
| All | -61.6% | +16.5% | -78.1% | -66.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling