-22.2%
RKT vs JD
-50.7%
+28.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.5% |
| 7D | +2.1% | -1.7% | +3.8% | +2.5% |
| 30D | +1.4% | -13.2% | +14.6% | +4.2% |
| 3M | +6.3% | -3.2% | +9.5% | +6.5% |
| 6M | -15.5% | +15.2% | -30.7% | -18.8% |
| YTD | -27.4% | +2.0% | -29.4% | -28.4% |
| 1Y | -26.6% | -5.4% | -21.2% | -26.6% |
| 3Y | +41.2% | -9.1% | +50.3% | +35.9% |
| 5Y | -6.4% | -59.6% | +53.2% | +3.2% |
| All | -22.2% | -50.7% | +28.5% | -32.5% |
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