+63.2%
RIG vs JD
-61.6%
+124.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.5% | -1.2% |
| 7D | -2.7% | -0.8% | -1.9% | -2.6% |
| 30D | +9.5% | -16.0% | +25.6% | +12.9% |
| 3M | -6.6% | -3.2% | -3.5% | -6.3% |
| 6M | -2.9% | +6.1% | -8.9% | -4.6% |
| YTD | +39.5% | -0.1% | +39.6% | +38.3% |
| 1Y | +82.3% | -12.7% | +95.0% | +85.2% |
| 3Y | -29.6% | -6.3% | -23.3% | -31.3% |
| 5Y | +63.2% | -61.3% | +124.5% | +88.8% |
| All | +63.2% | -61.6% | +124.8% | +88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling