-57.9%
JD vs RY
+124.6%
-182.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.9% | +6.2% | +5.4% |
| 7D | +11.7% | -1.1% | +12.8% | +12.5% |
| 30D | +8.1% | +4.4% | +3.6% | +4.3% |
| 3M | -12.0% | -2.9% | -9.0% | -10.5% |
| 6M | -3.5% | +15.6% | -19.1% | -15.5% |
| YTD | +3.3% | +21.8% | -18.5% | -13.5% |
| 1Y | -7.4% | +42.6% | -50.0% | -32.4% |
| 3Y | +16.6% | +160.9% | -144.3% | -53.1% |
| 5Y | -57.9% | +126.1% | -183.9% | -80.2% |
| All | -57.9% | +124.6% | -182.5% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling