+17.6%
JD vs RVTY
+140.1%
-122.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.4% | -1.0% |
| 7D | -0.8% | +0.4% | -1.2% | -1.0% |
| 30D | -16.0% | +10.8% | -26.9% | -19.7% |
| 3M | -3.2% | +26.8% | -30.0% | -13.4% |
| 6M | +6.1% | +39.3% | -33.3% | -10.2% |
| YTD | -0.1% | +31.6% | -31.7% | -14.2% |
| 1Y | -12.7% | +47.7% | -60.4% | -29.6% |
| 3Y | -6.3% | +19.9% | -26.2% | -20.6% |
| 5Y | -61.3% | -32.3% | -29.0% | -56.3% |
| 10Y | +17.6% | +138.4% | -120.8% | -34.0% |
| All | +17.6% | +140.1% | -122.4% | -34.0% |
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