-6.0%
JD vs RUN
-31.9%
+25.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -1.7% | +1.3% | -2.9% | -1.9% |
| 30D | -13.2% | -15.3% | +2.1% | -11.4% |
| 3M | -3.2% | -40.0% | +36.8% | +3.2% |
| 6M | +15.2% | -27.0% | +42.2% | +18.1% |
| YTD | +2.0% | -51.7% | +53.7% | +9.1% |
| 1Y | -5.4% | -45.9% | +40.5% | -1.8% |
| 3Y | -9.1% | -43.8% | +34.7% | -20.8% |
| 5Y | -59.6% | -80.5% | +20.9% | -61.2% |
| 10Y | +26.2% | +45.3% | -19.0% | -11.3% |
| All | -6.0% | -31.9% | +25.9% | -30.9% |
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 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