+663.5%
ROST vs JD
+48.3%
+615.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.7% |
| 7D | +0.9% | -1.7% | +2.6% | +1.1% |
| 30D | -8.9% | -13.2% | +4.3% | -7.3% |
| 3M | -0.8% | -3.2% | +2.4% | -0.5% |
| 6M | +8.5% | +15.2% | -6.7% | +6.1% |
| YTD | +28.6% | +2.0% | +26.6% | +27.6% |
| 1Y | +52.3% | -5.4% | +57.7% | +52.5% |
| 3Y | +94.8% | -9.1% | +104.0% | +90.6% |
| 5Y | +110.8% | -59.6% | +170.4% | +120.7% |
| 10Y | +304.5% | +26.2% | +278.3% | +240.4% |
| All | +663.5% | +48.3% | +615.2% | +551.3% |
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 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