+267.0%
RTX vs JD
+31.9%
+235.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.9% | -1.4% |
| 7D | -5.1% | +13.4% | -18.5% | -6.3% |
| 30D | +5.1% | +7.7% | -2.6% | +4.3% |
| 3M | -14.8% | -11.3% | -3.5% | -13.9% |
| 6M | +8.0% | -5.1% | +13.2% | +8.3% |
| YTD | +4.5% | +5.0% | -0.6% | +3.6% |
| 1Y | +9.8% | -5.6% | +15.5% | +10.0% |
| 3Y | +144.2% | +17.8% | +126.4% | +133.1% |
| 5Y | +131.4% | -57.2% | +188.6% | +140.0% |
| All | +267.0% | +31.9% | +235.1% | +200.5% |
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