+692.4%
ROST vs JD
+48.6%
+643.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +3.2% | +5.2% | -2.0% | +2.5% |
| 30D | +7.4% | +4.5% | +2.9% | +6.8% |
| 3M | -6.1% | -15.4% | +9.4% | -4.1% |
| 6M | +6.2% | -6.0% | +12.3% | +6.7% |
| YTD | +33.4% | +2.2% | +31.3% | +32.4% |
| 1Y | +48.8% | -6.7% | +55.5% | +49.3% |
| 3Y | +99.5% | +20.5% | +79.0% | +87.8% |
| 5Y | +112.7% | -58.4% | +171.1% | +122.1% |
| 10Y | +316.4% | +32.5% | +284.0% | +248.7% |
| All | +692.4% | +48.6% | +643.8% | +575.3% |
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