+330.2%
RCL vs JD
+29.5%
+300.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.3% | -2.6% | -3.6% |
| 7D | -0.2% | -4.0% | +3.8% | +0.8% |
| 30D | +14.4% | +2.7% | +11.7% | +13.6% |
| 3M | +5.2% | -13.0% | +18.2% | +8.6% |
| 6M | +26.1% | -12.7% | +38.8% | +29.7% |
| YTD | +17.4% | -0.8% | +18.2% | +16.7% |
| 1Y | +24.7% | -8.9% | +33.6% | +26.6% |
| 3Y | +250.9% | +17.0% | +233.9% | +211.6% |
| 5Y | +293.8% | -63.5% | +357.3% | +352.2% |
| All | +330.2% | +29.5% | +300.7% | +223.2% |
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