+55.0%
JD vs FIVN
+327.1%
-272.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -3.1% |
| 7D | +7.9% | -19.3% | +27.2% | +12.7% |
| 30D | +4.8% | -20.7% | +25.4% | +9.5% |
| 3M | -13.9% | -15.1% | +1.1% | -12.3% |
| 6M | -5.8% | +30.6% | -36.4% | -15.3% |
| YTD | +2.4% | +44.0% | -41.6% | -13.0% |
| 1Y | -7.5% | +45.5% | -53.1% | -22.0% |
| 3Y | +20.9% | -52.8% | +73.6% | +30.1% |
| 5Y | -58.0% | -82.6% | +24.6% | -43.6% |
| 10Y | +28.9% | +109.4% | -80.5% | -5.3% |
| All | +55.0% | +327.1% | -272.1% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling