+17.8%
JD vs RVTY
+78.0%
-60.2%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.8% | -1.2% | +1.1% |
| 7D | +13.4% | -1.2% | +14.6% | +13.4% |
| 30D | +7.7% | +1.0% | +6.7% | +7.2% |
| 3M | -11.3% | +35.8% | -47.1% | -17.5% |
| 6M | -5.1% | +56.7% | -61.9% | -15.4% |
| YTD | +5.0% | +60.7% | -55.7% | -8.0% |
| 1Y | -5.6% | +73.7% | -79.3% | -19.8% |
| 3Y | +17.8% | +82.8% | -65.0% | -5.9% |
| All | +17.8% | +78.0% | -60.2% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling