+51.2%
JD vs TROW
+114.3%
-63.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.7% | -1.9% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -16.0% | -4.0% | -12.0% | -14.2% |
| 3M | -3.2% | +5.0% | -8.2% | -6.4% |
| 6M | +6.1% | +24.3% | -18.3% | -6.6% |
| YTD | -0.1% | +9.8% | -9.9% | -6.2% |
| 1Y | -12.7% | +6.4% | -19.2% | -16.9% |
| 3Y | -6.3% | +15.8% | -22.1% | -16.7% |
| 5Y | -61.3% | -37.3% | -24.1% | -53.5% |
| 10Y | +17.6% | +130.6% | -113.0% | -37.5% |
| All | +51.2% | +114.3% | -63.1% | -21.8% |
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