+54.3%
JD vs RSG
+701.6%
-647.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +2.9% | +2.2% |
| 7D | -1.7% | +0.3% | -1.9% | -1.8% |
| 30D | -13.2% | +7.6% | -20.7% | -15.3% |
| 3M | -3.2% | +7.4% | -10.6% | -5.8% |
| 6M | +15.2% | -3.3% | +18.5% | +16.0% |
| YTD | +2.0% | +6.0% | -4.0% | -0.8% |
| 1Y | -5.4% | -3.7% | -1.7% | -4.9% |
| 3Y | -9.1% | +59.1% | -68.2% | -27.6% |
| 5Y | -59.6% | +89.0% | -148.6% | -71.1% |
| 10Y | +26.2% | +412.5% | -386.3% | -56.6% |
| All | +54.3% | +701.6% | -647.3% | -76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling