-41.8%
RIG vs JD
+20.4%
-62.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | -8.2% | -3.0% | -5.2% | -7.5% |
| 30D | -0.2% | -19.3% | +19.2% | +5.0% |
| 3M | -2.7% | -6.0% | +3.3% | -1.5% |
| 6M | -7.5% | +1.8% | -9.2% | -8.8% |
| YTD | +38.3% | -2.6% | +40.8% | +37.5% |
| 1Y | +81.8% | -17.4% | +99.3% | +88.2% |
| 3Y | -30.2% | -8.6% | -21.6% | -32.8% |
| 5Y | +59.9% | -61.6% | +121.5% | +80.8% |
| All | -41.8% | +20.4% | -62.2% | -57.9% |
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