+30.5%
JD vs RVTY
+206.3%
-175.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +0.5% |
| 7D | +13.4% | -1.2% | +14.6% | +13.5% |
| 30D | +7.7% | +1.0% | +6.7% | +6.7% |
| 3M | -11.3% | +35.8% | -47.1% | -22.9% |
| 6M | -5.1% | +56.7% | -61.9% | -23.6% |
| YTD | +5.0% | +60.7% | -55.7% | -17.8% |
| 1Y | -5.6% | +73.7% | -79.3% | -29.2% |
| 3Y | +17.8% | +82.8% | -65.0% | -18.4% |
| 5Y | -57.2% | -7.0% | -50.1% | -58.5% |
| All | +30.5% | +206.3% | -175.8% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling