+105.8%
ROST vs JD
-58.0%
+163.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -1.9% |
| 7D | +1.2% | +13.4% | -12.1% | -0.2% |
| 30D | +2.5% | +7.7% | -5.2% | +1.6% |
| 3M | -9.0% | -11.3% | +2.3% | -7.8% |
| 6M | +1.3% | -5.1% | +6.5% | +1.7% |
| YTD | +29.1% | +5.0% | +24.0% | +27.7% |
| 1Y | +45.4% | -5.6% | +51.1% | +45.7% |
| 3Y | +94.9% | +17.8% | +77.1% | +85.5% |
| All | +105.8% | -58.0% | +163.7% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling