-60.6%
JD vs ROIV
+292.3%
-352.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.4% |
| 7D | +5.2% | +14.3% | -9.1% | +3.6% |
| 30D | +4.5% | +16.2% | -11.7% | +2.6% |
| 3M | -15.4% | +15.1% | -30.5% | -17.2% |
| 6M | -6.0% | +44.2% | -50.3% | -10.9% |
| YTD | +2.2% | +89.8% | -87.7% | -6.8% |
| 1Y | -6.7% | +94.6% | -101.2% | -15.2% |
| 3Y | +20.5% | +367.5% | -347.0% | -2.5% |
| 5Y | -58.4% | +421.4% | -479.8% | -71.1% |
| All | -60.6% | +292.3% | -352.9% | -70.5% |
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