+34.4%
JD vs FIVN
+102.4%
-68.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.6% | +0.7% |
| 7D | +5.2% | -22.4% | +27.6% | +11.2% |
| 30D | +4.5% | -23.8% | +28.3% | +10.6% |
| 3M | -15.4% | -19.5% | +4.1% | -12.6% |
| 6M | -6.0% | +25.6% | -31.6% | -15.4% |
| YTD | +2.2% | +38.4% | -36.2% | -13.5% |
| 1Y | -6.7% | +33.7% | -40.3% | -20.5% |
| 3Y | +20.5% | -56.2% | +76.7% | +34.1% |
| 5Y | -58.4% | -82.9% | +24.5% | -41.3% |
| All | +34.4% | +102.4% | -68.0% | -7.6% |
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