-84.5%
RIG vs JD
+48.3%
-132.8%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.3% |
| 7D | +0.9% | -1.7% | +2.5% | +1.2% |
| 30D | +13.8% | -13.2% | +27.0% | +17.5% |
| 3M | -6.4% | -3.2% | -3.2% | -6.0% |
| 6M | -8.2% | +15.2% | -23.4% | -12.1% |
| YTD | +41.6% | +2.0% | +39.7% | +39.4% |
| 1Y | +88.7% | -5.4% | +94.1% | +88.8% |
| 3Y | -30.9% | -9.1% | -21.7% | -33.2% |
| 5Y | +57.7% | -59.6% | +117.3% | +73.7% |
| 10Y | -39.3% | +26.2% | -65.5% | -55.4% |
| All | -84.5% | +48.3% | -132.8% | -89.0% |
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 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