+52.4%
JD vs RRX
+183.8%
-131.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +2.3% |
| 7D | -4.1% | +4.3% | -8.5% | -5.6% |
| 30D | +4.6% | +12.3% | -7.7% | -0.2% |
| 3M | -4.7% | +3.7% | -8.4% | -7.0% |
| 6M | -17.4% | -13.9% | -3.4% | -16.0% |
| YTD | +0.7% | +26.5% | -25.7% | -13.5% |
| 1Y | -5.9% | +29.3% | -35.2% | -20.1% |
| 3Y | +18.9% | +65.6% | -46.7% | -13.6% |
| 5Y | -62.9% | +10.6% | -73.6% | -69.2% |
| 10Y | +32.5% | +202.9% | -170.4% | -34.6% |
| All | +52.4% | +183.8% | -131.3% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling