+230.8%
RDW vs JD
-7.9%
+238.7%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | +0.9% | -4.2% | +5.1% | +1.9% |
| 30D | -21.3% | -14.4% | -6.9% | -18.4% |
| 3M | -37.9% | -3.6% | -34.3% | -37.6% |
| 6M | +12.3% | -0.3% | +12.6% | +10.4% |
| YTD | +39.7% | -2.4% | +42.1% | +38.6% |
| 1Y | +25.7% | -18.5% | +44.2% | +30.1% |
| 3Y | +230.8% | -7.0% | +237.9% | +240.6% |
| All | +230.8% | -7.9% | +238.7% | +240.6% |
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