+52.1%
JD vs TROW
+119.4%
-67.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.4% | -1.7% | +2.1% | +1.2% |
| 30D | +4.2% | +6.4% | -2.2% | +0.5% |
| 3M | -12.8% | -1.5% | -11.3% | -12.4% |
| 6M | -8.8% | +8.3% | -17.0% | -13.6% |
| YTD | +0.5% | +12.4% | -11.9% | -7.2% |
| 1Y | -8.8% | +12.4% | -21.1% | -15.8% |
| 3Y | +18.6% | +38.3% | -19.7% | -4.6% |
| 5Y | -62.2% | -35.2% | -27.1% | -55.4% |
| 10Y | +32.2% | +128.8% | -96.6% | -29.2% |
| All | +52.1% | +119.4% | -67.3% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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