-32.6%
RKT vs JD
-9.5%
-23.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.6% |
| 7D | +6.0% | -0.8% | +6.8% | +6.0% |
| 30D | +0.7% | -16.0% | +16.7% | +1.8% |
| 3M | +11.8% | -3.2% | +15.0% | +11.3% |
| 6M | -7.6% | +6.1% | -13.7% | -10.7% |
| YTD | -28.7% | -0.1% | -28.6% | -29.5% |
| 1Y | -32.6% | -12.7% | -19.8% | -32.3% |
| All | -32.6% | -9.5% | -23.1% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling