+16.9%
JD vs FIVN
+105.2%
-88.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.7% |
| 7D | -3.0% | -9.6% | +6.6% | -0.5% |
| 30D | -19.3% | -11.9% | -7.4% | -17.0% |
| 3M | -6.0% | +40.1% | -46.1% | -15.6% |
| 6M | +1.8% | +68.3% | -66.6% | -15.7% |
| YTD | -2.6% | +51.5% | -54.0% | -17.8% |
| 1Y | -17.4% | +15.1% | -32.6% | -25.0% |
| 3Y | -8.6% | -55.6% | +47.0% | +3.5% |
| 5Y | -61.6% | -82.4% | +20.8% | -45.5% |
| 10Y | +16.9% | +114.5% | -97.6% | -17.8% |
| All | +16.9% | +105.2% | -88.3% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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