-47.9%
RIG vs JD
+31.5%
-79.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +3.8% |
| 7D | +5.7% | -4.1% | +9.8% | +6.8% |
| 30D | -0.7% | +4.6% | -5.3% | -2.2% |
| 3M | -3.1% | -4.7% | +1.6% | -2.4% |
| 6M | -16.3% | -17.4% | +1.0% | -13.0% |
| YTD | +34.1% | +0.7% | +33.4% | +31.8% |
| 1Y | +38.2% | -5.9% | +44.0% | +38.1% |
| 3Y | -15.3% | +18.9% | -34.2% | -24.1% |
| 5Y | +62.5% | -62.9% | +125.4% | +86.5% |
| All | -47.9% | +31.5% | -79.4% | -62.2% |
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