+54.2%
RGTI vs JD
-59.3%
+113.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +0.5% | -4.2% | +4.7% | +1.9% |
| 30D | -17.1% | -14.4% | -2.7% | -12.9% |
| 3M | -26.0% | -3.6% | -22.4% | -25.6% |
| 6M | -9.9% | -0.3% | -9.6% | -10.8% |
| YTD | -31.1% | -2.4% | -28.7% | -31.1% |
| 1Y | -8.5% | -18.5% | +10.0% | -3.1% |
| 3Y | +652.2% | -7.0% | +659.2% | +625.9% |
| 5Y | +56.8% | -61.7% | +118.5% | +69.8% |
| All | +54.2% | -59.3% | +113.5% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling