+150.6%
RTX vs JD
-8.1%
+158.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.5% | -0.8% |
| 7D | -5.2% | -1.7% | -3.5% | -5.1% |
| 30D | -9.4% | -13.2% | +3.8% | -8.6% |
| 3M | +12.3% | -3.2% | +15.5% | +12.4% |
| 6M | -3.1% | +15.2% | -18.4% | -4.1% |
| YTD | +10.7% | +2.0% | +8.7% | +10.3% |
| 1Y | +28.4% | -5.4% | +33.8% | +28.4% |
| All | +150.6% | -8.1% | +158.7% | +139.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling