+610.5%
RCL vs JD
+52.8%
+557.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.3% | +1.0% |
| 7D | +6.5% | +13.4% | -6.9% | +3.3% |
| 30D | +15.9% | +7.7% | +8.2% | +13.8% |
| 3M | +2.7% | -11.3% | +13.9% | +5.4% |
| 6M | +15.2% | -5.1% | +20.4% | +16.0% |
| YTD | +19.2% | +5.0% | +14.2% | +17.0% |
| 1Y | +31.6% | -5.6% | +37.2% | +32.4% |
| 3Y | +274.2% | +17.8% | +256.4% | +233.7% |
| 5Y | +250.1% | -57.2% | +307.2% | +281.4% |
| 10Y | +388.4% | +34.8% | +353.6% | +253.3% |
| All | +610.5% | +52.8% | +557.7% | +398.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling