-16.3%
RIG vs JD
-13.9%
-2.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.5% | +2.6% | +4.4% |
| 7D | +5.7% | -4.1% | +9.8% | +4.8% |
| 30D | -0.7% | +4.6% | -5.3% | +0.6% |
| 3M | -3.1% | -4.7% | +1.6% | -1.3% |
| 6M | -16.3% | -17.4% | +1.0% | -19.0% |
| All | -16.3% | -13.9% | -2.4% | -19.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling