-61.6%
JD vs RSG
+90.2%
-151.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.8% | -2.5% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | -19.3% | +3.7% | -23.0% | -19.5% |
| 3M | -6.0% | +6.2% | -12.2% | -6.3% |
| 6M | +1.8% | -2.8% | +4.6% | +2.0% |
| YTD | -2.6% | +5.9% | -8.5% | -3.0% |
| 1Y | -17.4% | -1.8% | -15.7% | -17.3% |
| 3Y | -8.6% | +57.5% | -66.1% | -13.7% |
| 5Y | -61.6% | +91.1% | -152.7% | -64.0% |
| All | -61.6% | +90.2% | -151.8% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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