-59.5%
JD vs ROIV
+270.3%
-329.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.2% | -4.5% | +0.9% |
| 7D | +13.4% | +5.3% | +8.0% | +12.6% |
| 30D | +7.7% | +11.9% | -4.2% | +6.2% |
| 3M | -11.3% | +10.7% | -22.0% | -12.7% |
| 6M | -5.1% | +34.9% | -40.1% | -9.3% |
| YTD | +5.0% | +79.2% | -74.1% | -3.5% |
| 1Y | -5.6% | +89.0% | -94.7% | -14.0% |
| 3Y | +17.8% | +337.3% | -319.6% | -4.0% |
| 5Y | -57.2% | +402.3% | -459.5% | -70.0% |
| All | -59.5% | +270.3% | -329.8% | -69.4% |
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