+54.3%
JD vs RRX
+161.4%
-107.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.8% |
| 7D | -1.7% | +3.4% | -5.1% | -2.8% |
| 30D | -13.2% | -11.1% | -2.0% | -9.8% |
| 3M | -3.2% | -23.7% | +20.5% | +3.9% |
| 6M | +15.2% | -22.0% | +37.2% | +20.6% |
| YTD | +2.0% | +16.5% | -14.5% | -9.0% |
| 1Y | -5.4% | +11.5% | -16.9% | -14.8% |
| 3Y | -9.1% | +1.5% | -10.6% | -19.5% |
| 5Y | -59.6% | +18.3% | -77.9% | -67.3% |
| 10Y | +26.2% | +209.8% | -183.6% | -38.4% |
| All | +54.3% | +161.4% | -107.0% | -18.9% |
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