-23.1%
JD vs RVMD
+584.4%
-607.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.3% |
| 7D | +5.2% | -0.6% | +5.8% | +5.0% |
| 30D | +4.5% | +1.7% | +2.8% | +3.8% |
| 3M | -15.4% | -6.7% | -8.7% | -15.0% |
| 6M | -6.0% | +36.1% | -42.2% | -11.8% |
| YTD | +2.2% | +142.4% | -140.2% | -15.9% |
| 1Y | -6.7% | +207.8% | -214.4% | -26.7% |
| 3Y | +20.5% | +879.5% | -859.0% | -27.0% |
| 5Y | -58.4% | +509.0% | -567.5% | -75.5% |
| All | -23.1% | +584.4% | -607.5% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling