+315.8%
ROST vs JD
+17.6%
+298.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | -0.1% |
| 7D | +0.2% | -0.8% | +1.0% | +0.3% |
| 30D | -10.0% | -16.0% | +6.1% | -7.9% |
| 3M | +1.2% | -3.2% | +4.4% | +1.6% |
| 6M | +8.9% | +6.1% | +2.9% | +7.7% |
| YTD | +28.1% | -0.1% | +28.2% | +27.4% |
| 1Y | +53.0% | -12.7% | +65.7% | +54.8% |
| 3Y | +97.9% | -6.3% | +104.2% | +92.4% |
| 5Y | +112.0% | -61.3% | +173.3% | +125.1% |
| All | +315.8% | +17.6% | +298.2% | +242.3% |
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 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