+17.6%
JD vs VO
+192.5%
-174.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.5% |
| 7D | -0.8% | +0.6% | -1.4% | -1.4% |
| 30D | -16.0% | -1.1% | -15.0% | -15.3% |
| 3M | -3.2% | +4.5% | -7.7% | -7.7% |
| 6M | +6.1% | +11.1% | -5.0% | -5.0% |
| YTD | -0.1% | +13.5% | -13.7% | -12.6% |
| 1Y | -12.7% | +14.5% | -27.2% | -24.3% |
| 3Y | -6.3% | +58.1% | -64.4% | -41.8% |
| 5Y | -61.3% | +43.3% | -104.6% | -73.2% |
| 10Y | +17.6% | +193.2% | -175.6% | -56.9% |
| All | +17.6% | +192.5% | -174.8% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling