+54.3%
JD vs RVTY
+211.1%
-156.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | -13.2% | +13.2% | -26.4% | -18.0% |
| 3M | -3.2% | +27.2% | -30.4% | -14.2% |
| 6M | +15.2% | +32.4% | -17.2% | -1.3% |
| YTD | +2.0% | +34.9% | -32.9% | -14.3% |
| 1Y | -5.4% | +52.4% | -57.7% | -25.8% |
| 3Y | -9.1% | +12.3% | -21.4% | -20.9% |
| 5Y | -59.6% | -30.8% | -28.8% | -54.8% |
| 10Y | +26.2% | +150.7% | -124.4% | -41.0% |
| All | +54.3% | +211.1% | -156.8% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling