-61.2%
JD vs ROIV
+298.6%
-359.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.8% |
| 7D | +0.4% | +9.5% | -9.0% | -0.6% |
| 30D | +4.2% | +21.0% | -16.8% | +1.9% |
| 3M | -12.8% | +18.7% | -31.5% | -14.9% |
| 6M | -8.8% | +44.5% | -53.3% | -13.5% |
| YTD | +0.5% | +92.9% | -92.4% | -8.5% |
| 1Y | -8.8% | +100.2% | -109.0% | -17.4% |
| 3Y | +18.6% | +375.0% | -356.5% | -4.3% |
| 5Y | -62.2% | +435.2% | -497.4% | -73.8% |
| All | -61.2% | +298.6% | -359.8% | -71.0% |
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