+600.8%
RCL vs JD
+50.3%
+550.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.3% | -6.4% | -3.9% |
| 7D | +3.9% | +11.7% | -7.8% | +1.1% |
| 30D | +11.8% | +8.1% | +3.7% | +9.6% |
| 3M | -0.8% | -12.0% | +11.1% | +2.0% |
| 6M | +23.6% | -3.5% | +27.1% | +24.0% |
| YTD | +17.6% | +3.3% | +14.3% | +15.8% |
| 1Y | +28.3% | -7.4% | +35.7% | +29.7% |
| 3Y | +261.4% | +16.6% | +244.9% | +223.0% |
| 5Y | +245.3% | -57.9% | +303.2% | +277.7% |
| 10Y | +381.8% | +32.6% | +349.2% | +249.9% |
| All | +600.8% | +50.3% | +550.5% | +393.7% |
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