-9.5%
JD vs ROIV
+200.3%
-209.9%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +1.7% |
| 7D | -1.7% | +0.6% | -2.3% | -1.7% |
| 30D | -13.2% | +1.0% | -14.1% | -13.3% |
| 3M | -3.2% | +18.3% | -21.5% | -5.9% |
| 6M | +15.2% | +18.3% | -3.1% | +11.7% |
| YTD | +2.0% | +61.0% | -59.0% | -6.2% |
| 1Y | -5.4% | +177.9% | -183.3% | -21.0% |
| All | -9.5% | +200.3% | -209.9% | -28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling