-24.2%
JD vs RVMD
+510.7%
-534.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.9% |
| 7D | -4.1% | -10.4% | +6.3% | -2.5% |
| 30D | +4.6% | -11.0% | +15.6% | +6.2% |
| 3M | -4.7% | -14.7% | +10.0% | -2.9% |
| 6M | -17.4% | +14.9% | -32.3% | -20.3% |
| YTD | +0.7% | +116.3% | -115.6% | -15.6% |
| 1Y | -5.9% | +167.6% | -173.5% | -24.4% |
| 3Y | +18.9% | +776.8% | -757.9% | -26.8% |
| 5Y | -62.9% | +424.8% | -487.7% | -77.6% |
| All | -24.2% | +510.7% | -534.9% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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