-12.7%
JD vs VO
+14.5%
-27.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.7% |
| 7D | -0.8% | +0.6% | -1.4% | -1.2% |
| 30D | -16.0% | -1.1% | -15.0% | -15.6% |
| 3M | -3.2% | +4.5% | -7.7% | -6.6% |
| 6M | +6.1% | +11.1% | -5.0% | -2.9% |
| YTD | -0.1% | +13.5% | -13.7% | -10.8% |
| 1Y | -12.7% | +14.5% | -27.2% | -20.6% |
| All | -12.7% | +14.5% | -27.2% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling