+54.3%
JD vs VO
+251.7%
-197.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +2.1% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | -13.2% | -0.3% | -12.8% | -13.0% |
| 3M | -3.2% | +2.9% | -6.1% | -6.4% |
| 6M | +15.2% | +9.3% | +5.9% | +4.5% |
| YTD | +2.0% | +14.2% | -12.2% | -11.6% |
| 1Y | -5.4% | +15.3% | -20.6% | -18.8% |
| 3Y | -9.1% | +56.2% | -65.4% | -43.5% |
| 5Y | -59.6% | +42.4% | -102.0% | -72.0% |
| 10Y | +26.2% | +194.7% | -168.5% | -58.4% |
| All | +54.3% | +251.7% | -197.4% | -63.2% |
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