+18.9%
JD vs ROIV
+357.5%
-338.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | -4.1% | +1.7% | -5.8% | -4.4% |
| 30D | +4.6% | +17.6% | -13.0% | +2.3% |
| 3M | -4.7% | +9.0% | -13.7% | -6.3% |
| 6M | -17.4% | +35.3% | -52.6% | -22.3% |
| YTD | +0.7% | +82.2% | -81.5% | -11.8% |
| 1Y | -5.9% | +92.3% | -98.1% | -18.8% |
| 3Y | +18.9% | +336.8% | -317.9% | -12.2% |
| All | +18.9% | +357.5% | -338.6% | -12.2% |
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