+16.9%
JD vs RUN
+43.6%
-26.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.6% | +2.1% | -1.8% |
| 7D | -3.0% | -1.8% | -1.2% | -2.7% |
| 30D | -19.3% | -10.8% | -8.5% | -18.1% |
| 3M | -6.0% | -30.2% | +24.1% | -1.7% |
| 6M | +1.8% | -22.3% | +24.1% | +3.5% |
| YTD | -2.6% | -52.2% | +49.6% | +4.9% |
| 1Y | -17.4% | -45.1% | +27.7% | -14.2% |
| 3Y | -8.6% | -37.1% | +28.5% | -23.7% |
| 5Y | -61.6% | -80.3% | +18.7% | -63.3% |
| 10Y | +16.9% | +45.2% | -28.4% | -26.5% |
| All | +16.9% | +43.6% | -26.7% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling