-61.7%
JD vs ROIV
+280.9%
-342.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.2% | -0.8% |
| 7D | -4.0% | +9.2% | -13.2% | -5.0% |
| 30D | +2.7% | +19.9% | -17.3% | +0.4% |
| 3M | -13.0% | +10.6% | -23.6% | -14.4% |
| 6M | -12.7% | +36.1% | -48.8% | -16.6% |
| YTD | -0.8% | +84.3% | -85.1% | -9.2% |
| 1Y | -8.9% | +87.6% | -96.5% | -16.9% |
| 3Y | +17.0% | +353.9% | -336.9% | -5.0% |
| 5Y | -63.5% | +376.1% | -439.6% | -74.6% |
| All | -61.7% | +280.9% | -342.6% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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