+34.4%
JD vs RUN
+68.6%
-34.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.3% |
| 7D | -4.1% | -13.5% | +9.4% | -2.1% |
| 30D | +4.6% | +18.3% | -13.7% | +1.5% |
| 3M | -4.7% | -12.5% | +7.7% | -3.5% |
| 6M | -17.4% | -40.3% | +23.0% | -12.2% |
| YTD | +0.7% | -53.1% | +53.8% | +8.1% |
| 1Y | -5.9% | -54.3% | +48.4% | +1.1% |
| 3Y | +18.9% | -6.5% | +25.4% | -8.5% |
| 5Y | -62.9% | -85.3% | +22.3% | -62.7% |
| All | +34.4% | +68.6% | -34.2% | -13.9% |
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