+275.2%
RTX vs JD
+18.8%
+256.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -3.1% | -0.8% | -2.3% | -3.0% |
| 30D | -10.6% | -16.0% | +5.5% | -9.0% |
| 3M | +11.6% | -3.2% | +14.8% | +11.9% |
| 6M | -4.5% | +6.1% | -10.6% | -5.3% |
| YTD | +9.6% | -0.1% | +9.7% | +9.2% |
| 1Y | +30.8% | -12.7% | +43.6% | +31.9% |
| 3Y | +152.8% | -6.3% | +159.1% | +147.3% |
| 5Y | +167.1% | -61.3% | +228.4% | +180.4% |
| 10Y | +275.2% | +17.6% | +257.6% | +204.6% |
| All | +275.2% | +18.8% | +256.4% | +204.6% |
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