+21.5%
JD vs RY
+373.9%
-352.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | -1.7% | +3.1% | -4.8% | -3.7% |
| 30D | -13.2% | -0.3% | -12.8% | -13.2% |
| 3M | -3.2% | +8.7% | -11.8% | -9.1% |
| 6M | +15.2% | +28.5% | -13.3% | -4.1% |
| YTD | +2.0% | +25.1% | -23.1% | -13.5% |
| 1Y | -5.4% | +46.3% | -51.7% | -28.2% |
| 3Y | -9.1% | +154.9% | -164.0% | -54.2% |
| 5Y | -59.6% | +140.3% | -199.9% | -78.6% |
| All | +21.5% | +373.9% | -352.4% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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