-61.3%
JD vs RVMD
+570.7%
-632.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.8% |
| 7D | -0.8% | -1.2% | +0.4% | -0.6% |
| 30D | -16.0% | +1.1% | -17.1% | -16.3% |
| 3M | -3.2% | +39.6% | -42.8% | -9.0% |
| 6M | +6.1% | +110.7% | -104.6% | -8.9% |
| YTD | -0.1% | +160.3% | -160.4% | -19.0% |
| 1Y | -12.7% | +404.9% | -417.7% | -39.0% |
| 3Y | -6.3% | +545.5% | -551.8% | -41.9% |
| 5Y | -61.3% | +584.7% | -646.0% | -80.4% |
| All | -61.3% | +570.7% | -632.1% | -80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling