+212.8%
RDDT vs JD
+6.0%
+206.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.4% | +1.5% |
| 7D | +2.1% | -4.2% | +6.4% | +3.1% |
| 30D | +2.8% | -14.4% | +17.2% | +6.3% |
| 3M | -8.9% | -3.6% | -5.4% | -8.7% |
| 6M | +15.1% | -0.3% | +15.4% | +13.9% |
| YTD | -31.4% | -2.4% | -29.0% | -31.8% |
| 1Y | -39.4% | -18.5% | -20.9% | -37.4% |
| All | +212.8% | +6.0% | +206.8% | +180.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling