+301.5%
ROST vs JD
+31.5%
+270.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.9% | -2.5% |
| 7D | +0.3% | -4.1% | +4.4% | +0.8% |
| 30D | +0.5% | +4.6% | -4.1% | -0.2% |
| 3M | -5.2% | -4.7% | -0.5% | -4.7% |
| 6M | +9.8% | -17.4% | +27.2% | +12.4% |
| YTD | +29.4% | +0.7% | +28.7% | +28.5% |
| 1Y | +44.4% | -5.9% | +50.2% | +44.7% |
| 3Y | +95.0% | +18.9% | +76.1% | +82.9% |
| 5Y | +111.9% | -62.9% | +174.8% | +127.1% |
| All | +301.5% | +31.5% | +270.0% | +232.0% |
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 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