+53.9%
RGTI vs JD
-59.4%
+113.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.5% | -1.1% | -2.8% |
| 7D | +2.5% | -3.0% | +5.5% | +3.5% |
| 30D | -13.7% | -19.3% | +5.7% | -7.5% |
| 3M | -22.6% | -6.0% | -16.6% | -21.5% |
| 6M | -13.4% | +1.8% | -15.2% | -14.9% |
| YTD | -31.2% | -2.6% | -28.6% | -31.2% |
| 1Y | -7.6% | -17.4% | +9.8% | -2.6% |
| 3Y | +669.7% | -8.6% | +678.3% | +646.5% |
| 5Y | +57.0% | -61.6% | +118.6% | +70.2% |
| All | +53.9% | -59.4% | +113.3% | +66.5% |
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