-23.6%
RKT vs JD
-51.8%
+28.2%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.3% |
| 7D | +6.0% | -0.8% | +6.8% | +6.2% |
| 30D | +0.7% | -16.0% | +16.7% | +4.2% |
| 3M | +11.8% | -3.2% | +15.0% | +12.1% |
| 6M | -7.6% | +6.1% | -13.7% | -9.6% |
| YTD | -28.7% | -0.1% | -28.6% | -29.4% |
| 1Y | -32.6% | -12.7% | -19.8% | -31.4% |
| 3Y | +42.1% | -6.3% | +48.4% | +35.8% |
| 5Y | -7.2% | -61.3% | +54.2% | +3.5% |
| All | -23.6% | -51.8% | +28.2% | -33.4% |
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