+208.0%
RDDT vs JD
+5.9%
+202.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | -0.4% | -2.6% | +2.2% | +0.2% |
| 30D | -0.5% | -15.4% | +14.8% | +3.1% |
| 3M | -9.8% | -5.0% | -4.8% | -9.2% |
| 6M | +15.8% | +0.9% | +14.9% | +14.3% |
| YTD | -32.4% | -2.5% | -29.9% | -32.8% |
| 1Y | -40.0% | -16.0% | -24.0% | -38.4% |
| All | +208.0% | +5.9% | +202.1% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling