+52.1%
JD vs FIVN
+315.2%
-263.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | +0.4% | -22.8% | +23.2% | +6.0% |
| 30D | +4.2% | -21.3% | +25.5% | +9.1% |
| 3M | -12.8% | -14.0% | +1.2% | -11.5% |
| 6M | -8.8% | +31.1% | -39.9% | -18.1% |
| YTD | +0.5% | +40.0% | -39.5% | -14.1% |
| 1Y | -8.8% | +38.1% | -46.8% | -21.9% |
| 3Y | +18.6% | -55.7% | +74.2% | +29.8% |
| 5Y | -62.2% | -82.5% | +20.3% | -49.4% |
| 10Y | +32.2% | +92.4% | -60.2% | -1.2% |
| All | +52.1% | +315.2% | -263.2% | -7.5% |
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