+34.4%
JD vs FIVN
+86.2%
-51.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +2.3% |
| 7D | -4.1% | -2.8% | -1.3% | -3.5% |
| 30D | +4.6% | -17.4% | +22.0% | +8.4% |
| 3M | -4.7% | -19.2% | +14.4% | -1.5% |
| 6M | -17.4% | +29.4% | -46.7% | -26.2% |
| YTD | +0.7% | +36.3% | -35.5% | -14.4% |
| 1Y | -5.9% | +33.5% | -39.3% | -19.8% |
| 3Y | +18.9% | -56.8% | +75.7% | +32.7% |
| 5Y | -62.9% | -83.0% | +20.1% | -47.6% |
| All | +34.4% | +86.2% | -51.9% | -8.7% |
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