-1.7%
JD vs VIK
+225.3%
-227.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +1.0% | -1.9% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | -19.3% | -18.0% | -1.3% | -17.0% |
| 3M | -6.0% | -5.8% | -0.2% | -5.8% |
| 6M | +1.8% | +17.2% | -15.4% | -2.5% |
| YTD | -2.6% | +19.1% | -21.7% | -7.1% |
| 1Y | -17.4% | +33.6% | -51.1% | -23.1% |
| All | -1.7% | +225.3% | -227.0% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 VIK 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