+148.5%
RTX vs JD
-62.7%
+211.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | +3.4% | -4.0% | +7.4% | +3.6% |
| 30D | +8.4% | +2.7% | +5.7% | +8.2% |
| 3M | -10.7% | -13.0% | +2.4% | -10.1% |
| 6M | +11.7% | -12.7% | +24.4% | +12.3% |
| YTD | +9.3% | -0.8% | +10.1% | +9.2% |
| 1Y | +13.3% | -8.9% | +22.2% | +13.6% |
| 3Y | +156.1% | +17.0% | +139.1% | +151.4% |
| 5Y | +148.5% | -63.5% | +212.0% | +154.8% |
| All | +148.5% | -62.7% | +211.2% | +154.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling