+59.0%
JD vs VO
+240.6%
-181.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.8% | +1.8% |
| 7D | +13.4% | -2.6% | +15.9% | +16.1% |
| 30D | +7.7% | -0.9% | +8.6% | +8.4% |
| 3M | -11.3% | -3.0% | -8.3% | -9.0% |
| 6M | -5.1% | +2.2% | -7.3% | -8.1% |
| YTD | +5.0% | +10.6% | -5.5% | -6.3% |
| 1Y | -5.6% | +12.5% | -18.2% | -17.4% |
| 3Y | +17.8% | +61.4% | -43.6% | -29.6% |
| 5Y | -57.2% | +33.4% | -90.6% | -68.4% |
| 10Y | +34.8% | +201.5% | -166.8% | -57.0% |
| All | +59.0% | +240.6% | -181.6% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling