+345.6%
RCL vs JD
+21.4%
+324.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.6% |
| 7D | -5.1% | -1.7% | -3.4% | -4.7% |
| 30D | -19.0% | -13.2% | -5.9% | -16.3% |
| 3M | -9.6% | -3.2% | -6.4% | -9.1% |
| 6M | -6.7% | +15.2% | -21.9% | -10.4% |
| YTD | -3.9% | +2.0% | -5.9% | -5.0% |
| 1Y | -25.1% | -5.4% | -19.7% | -24.9% |
| 3Y | +179.1% | -9.1% | +188.2% | +166.2% |
| 5Y | +243.3% | -59.6% | +302.9% | +280.7% |
| All | +345.6% | +21.4% | +324.2% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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