-5.9%
JD vs RVMD
+162.9%
-168.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.3% | +3.8% | +1.5% |
| 7D | -4.1% | -10.4% | +6.3% | -4.1% |
| 30D | +4.6% | -11.0% | +15.6% | +4.6% |
| 3M | -4.7% | -14.7% | +10.0% | -4.8% |
| 6M | -17.4% | +14.9% | -32.3% | -17.9% |
| YTD | +0.7% | +116.3% | -115.6% | +2.6% |
| 1Y | -5.9% | +167.6% | -173.5% | -1.4% |
| All | -5.9% | +162.9% | -168.8% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling