+52.4%
JD vs VIVK
-100.0%
+152.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.5% | +9.0% | +1.6% |
| 7D | -4.1% | -57.7% | +53.6% | -3.9% |
| 30D | +4.6% | -87.3% | +91.9% | +5.1% |
| 3M | -4.7% | -98.9% | +94.2% | -3.6% |
| 6M | -17.4% | -100.0% | +82.6% | -15.8% |
| YTD | +0.7% | -100.0% | +100.7% | +2.3% |
| 1Y | -5.9% | -100.0% | +94.1% | -3.5% |
| 3Y | +18.9% | -100.0% | +118.9% | +21.9% |
| 5Y | -62.9% | -100.0% | +37.1% | -62.0% |
| 10Y | +32.5% | -100.0% | +132.5% | +35.1% |
| All | +52.4% | -100.0% | +152.4% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling