+20.5%
JD vs RVMD
+860.0%
-839.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | 0.0% |
| 7D | +5.2% | -0.6% | +5.8% | +5.1% |
| 30D | +4.5% | +1.7% | +2.8% | +4.1% |
| 3M | -15.4% | -6.7% | -8.7% | -15.2% |
| 6M | -6.0% | +36.1% | -42.2% | -9.6% |
| YTD | +2.2% | +142.4% | -140.2% | -9.5% |
| 1Y | -6.7% | +207.8% | -214.4% | -20.9% |
| 3Y | +20.5% | +879.5% | -859.0% | -37.7% |
| All | +20.5% | +860.0% | -839.5% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling