-5.6%
JD vs RUN
-25.4%
+19.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.2% |
| 7D | +7.9% | +18.1% | -10.2% | +5.3% |
| 30D | +4.8% | +27.5% | -22.7% | +0.9% |
| 3M | -13.9% | -4.5% | -9.4% | -13.9% |
| 6M | -5.8% | -33.3% | +27.5% | -1.8% |
| YTD | +2.4% | -47.1% | +49.5% | +7.6% |
| 1Y | -7.5% | -43.1% | +35.6% | -4.3% |
| 3Y | +20.9% | -3.0% | +23.9% | -3.8% |
| 5Y | -58.0% | -82.6% | +24.6% | -59.0% |
| 10Y | +28.9% | +103.3% | -74.4% | -12.0% |
| All | -5.6% | -25.4% | +19.8% | -31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling