-9.7%
JD vs VIVK
-100.0%
+90.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -27.5% | +30.5% | +2.8% |
| 7D | +9.0% | -68.7% | +77.6% | +8.2% |
| 30D | +5.2% | -90.0% | +95.2% | +3.8% |
| 3M | -15.9% | -98.1% | +82.2% | -18.0% |
| 6M | -7.7% | -99.9% | +92.2% | -11.7% |
| YTD | +0.1% | -99.9% | +100.0% | -3.1% |
| 1Y | -9.7% | -100.0% | +90.2% | -11.3% |
| All | -9.7% | -100.0% | +90.2% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1y: compounded portfolio wealth divided by compounded VIVK 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…
1y analysis · Full analysis span regression · 6 months rolling