-26.6%
JD vs RVMD
+620.8%
-647.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -2.6% | -3.6% | +1.0% | -2.0% |
| 30D | -15.4% | -1.1% | -14.3% | -15.3% |
| 3M | -5.0% | +41.0% | -46.1% | -10.8% |
| 6M | +0.9% | +105.7% | -104.8% | -12.6% |
| YTD | -2.5% | +155.3% | -157.8% | -20.0% |
| 1Y | -16.0% | +402.7% | -418.7% | -39.9% |
| 3Y | -8.5% | +533.1% | -541.6% | -40.9% |
| 5Y | -61.8% | +583.5% | -645.3% | -77.8% |
| All | -26.6% | +620.8% | -647.4% | -59.3% |
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