+269.0%
RTX vs JD
+31.1%
+237.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | +1.4% | +0.4% | +1.0% | +1.4% |
| 30D | +7.8% | +4.2% | +3.6% | +7.3% |
| 3M | -9.8% | -12.8% | +3.0% | -8.7% |
| 6M | +13.5% | -8.8% | +22.3% | +14.3% |
| YTD | +10.9% | +0.5% | +10.4% | +10.4% |
| 1Y | +14.0% | -8.8% | +22.7% | +14.5% |
| 3Y | +159.9% | +18.6% | +141.3% | +147.6% |
| 5Y | +151.7% | -62.2% | +213.9% | +166.1% |
| 10Y | +269.0% | +32.2% | +236.8% | +195.1% |
| All | +269.0% | +31.1% | +237.9% | +195.1% |
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