+263.5%
RTX vs JD
+44.3%
+219.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.3% |
| 7D | +3.4% | -4.0% | +7.4% | +3.8% |
| 30D | +8.4% | +2.7% | +5.7% | +8.0% |
| 3M | -10.7% | -13.0% | +2.4% | -9.5% |
| 6M | +11.7% | -12.7% | +24.4% | +13.0% |
| YTD | +9.3% | -0.8% | +10.1% | +9.0% |
| 1Y | +13.3% | -8.9% | +22.2% | +13.9% |
| 3Y | +156.1% | +17.0% | +139.1% | +144.1% |
| 5Y | +148.5% | -63.5% | +212.0% | +162.2% |
| 10Y | +263.6% | +30.5% | +233.1% | +195.1% |
| All | +263.5% | +44.3% | +219.3% | +190.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling