-62.4%
JD vs RVTY
-15.1%
-47.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | -4.1% | -0.5% | -3.7% | -4.0% |
| 30D | +4.6% | +1.5% | +3.1% | +3.6% |
| 3M | -4.7% | +31.5% | -36.2% | -13.9% |
| 6M | -17.4% | +62.7% | -80.0% | -31.3% |
| YTD | +0.7% | +60.0% | -59.3% | -17.2% |
| 1Y | -5.9% | +65.7% | -71.6% | -24.0% |
| 3Y | +18.9% | +85.2% | -66.3% | -13.3% |
| All | -62.4% | -15.1% | -47.3% | -59.0% |
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 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