-9.7%
JD vs RVTY
+74.0%
-83.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.5% | +5.5% | +3.1% |
| 7D | +9.0% | -3.6% | +12.5% | +8.9% |
| 30D | +5.2% | +1.4% | +3.8% | +5.1% |
| 3M | -15.9% | +43.2% | -59.1% | -16.2% |
| 6M | -7.7% | +84.5% | -92.2% | -9.7% |
| YTD | +0.1% | +65.2% | -65.1% | -1.2% |
| 1Y | -9.7% | +74.3% | -84.1% | -12.1% |
| All | -9.7% | +74.0% | -83.7% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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