-25.3%
JD vs RVMD
+525.1%
-550.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.1% | -0.9% |
| 7D | -4.0% | -0.7% | -3.3% | -4.0% |
| 30D | +2.7% | -6.4% | +9.1% | +3.3% |
| 3M | -13.0% | -14.1% | +1.1% | -11.4% |
| 6M | -12.7% | +21.0% | -33.7% | -16.5% |
| YTD | -0.8% | +121.4% | -122.2% | -17.1% |
| 1Y | -8.9% | +167.9% | -176.8% | -26.7% |
| 3Y | +17.0% | +794.7% | -777.7% | -28.1% |
| 5Y | -63.5% | +437.2% | -500.7% | -78.0% |
| All | -25.3% | +525.1% | -550.4% | -57.9% |
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