-61.3%
JD vs RVTY
-30.5%
-30.7%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -1.7% | +1.1% | -2.8% | -2.1% |
| 30D | -13.2% | +13.2% | -26.4% | -16.8% |
| 3M | -3.2% | +27.2% | -30.4% | -11.6% |
| 6M | +15.2% | +32.4% | -17.2% | +2.5% |
| YTD | +2.0% | +34.9% | -32.9% | -10.6% |
| 1Y | -5.4% | +52.4% | -57.7% | -21.7% |
| 3Y | -9.1% | +12.3% | -21.4% | -16.9% |
| All | -61.3% | -30.5% | -30.7% | -57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling