+666.3%
ROST vs JD
+52.8%
+613.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.0% |
| 7D | +1.2% | +13.4% | -12.1% | -0.4% |
| 30D | +2.5% | +7.7% | -5.2% | +1.5% |
| 3M | -9.0% | -11.3% | +2.3% | -7.6% |
| 6M | +1.3% | -5.1% | +6.5% | +1.7% |
| YTD | +29.1% | +5.0% | +24.0% | +27.6% |
| 1Y | +45.4% | -5.6% | +51.1% | +45.7% |
| 3Y | +94.9% | +17.8% | +77.1% | +84.0% |
| 5Y | +104.0% | -57.2% | +161.2% | +112.3% |
| 10Y | +314.8% | +34.8% | +280.0% | +246.4% |
| All | +666.3% | +52.8% | +613.5% | +550.8% |
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