+2.8%
RDW vs JD
-66.3%
+69.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.3% | -4.0% |
| 7D | +3.6% | -3.0% | +6.6% | +4.4% |
| 30D | -18.4% | -19.3% | +0.9% | -13.7% |
| 3M | -32.1% | -6.0% | -26.0% | -31.2% |
| 6M | +10.9% | +1.8% | +9.1% | +8.8% |
| YTD | +40.8% | -2.6% | +43.4% | +40.2% |
| 1Y | +31.1% | -17.4% | +48.6% | +36.5% |
| 3Y | +245.2% | -8.6% | +253.8% | +230.4% |
| 5Y | -16.7% | -61.6% | +44.9% | -5.4% |
| All | +2.8% | -66.3% | +69.1% | +16.6% |
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 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