-16.0%
RKT vs JD
-50.5%
+34.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.4% |
| 7D | +10.3% | +7.9% | +2.4% | +8.5% |
| 30D | +32.3% | +4.8% | +27.6% | +31.1% |
| 3M | +10.7% | -13.9% | +24.6% | +14.0% |
| 6M | -3.2% | -5.8% | +2.6% | -2.6% |
| YTD | -21.5% | +2.4% | -23.9% | -22.7% |
| 1Y | -6.0% | -7.5% | +1.5% | -5.3% |
| 3Y | +104.2% | +20.9% | +83.3% | +84.1% |
| 5Y | +2.5% | -58.0% | +60.5% | +12.3% |
| All | -16.0% | -50.5% | +34.6% | -27.1% |
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