-60.1%
JD vs ROIV
+248.8%
-308.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.2% | +7.5% | +3.8% |
| 7D | +11.7% | -2.4% | +14.1% | +12.0% |
| 30D | +8.1% | +3.1% | +5.0% | +7.6% |
| 3M | -12.0% | +5.8% | -17.8% | -13.0% |
| 6M | -3.5% | +29.3% | -32.8% | -7.3% |
| YTD | +3.3% | +68.8% | -65.4% | -4.4% |
| 1Y | -7.4% | +81.0% | -88.4% | -15.3% |
| 3Y | +16.6% | +294.6% | -278.0% | -3.9% |
| 5Y | -57.9% | +373.1% | -431.0% | -70.3% |
| All | -60.1% | +248.8% | -308.9% | -69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling