+11.1%
RDW vs JD
-9.8%
+20.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.0% | -8.0% | -5.4% |
| 7D | -14.3% | +9.0% | -23.3% | -15.5% |
| 30D | -26.0% | +5.2% | -31.2% | -26.6% |
| 3M | -27.4% | -15.9% | -11.5% | -24.7% |
| 6M | -10.6% | -7.7% | -3.0% | -13.0% |
| YTD | +1.6% | +0.1% | +1.5% | -2.0% |
| 1Y | +11.1% | -9.7% | +20.8% | +21.1% |
| All | +11.1% | -9.8% | +20.9% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling