-60.5%
JD vs ROIV
+287.3%
-347.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.6% | -7.1% | -3.0% |
| 7D | +7.9% | +13.3% | -5.4% | +6.3% |
| 30D | +4.8% | +14.8% | -10.0% | +3.0% |
| 3M | -13.9% | +11.9% | -25.8% | -15.4% |
| 6M | -5.8% | +42.4% | -48.2% | -10.5% |
| YTD | +2.4% | +87.4% | -85.0% | -6.5% |
| 1Y | -7.5% | +97.2% | -104.8% | -16.2% |
| 3Y | +20.9% | +375.7% | -354.8% | -2.4% |
| 5Y | -58.0% | +379.0% | -437.1% | -70.9% |
| All | -60.5% | +287.3% | -347.8% | -70.4% |
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