+16.5%
JD vs VRSK
+126.1%
-109.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.2% | -5.2% | +0.9% | -2.5% |
| 30D | -14.4% | -2.3% | -12.1% | -13.9% |
| 3M | -3.6% | -2.9% | -0.6% | -3.4% |
| 6M | -0.3% | -12.8% | +12.5% | +3.1% |
| YTD | -2.4% | -20.8% | +18.5% | +4.5% |
| 1Y | -18.5% | -33.2% | +14.7% | -6.7% |
| 3Y | -7.0% | -26.6% | +19.6% | -2.2% |
| 5Y | -61.7% | -11.3% | -50.4% | -64.6% |
| All | +16.5% | +126.1% | -109.5% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 10y: compounded portfolio wealth divided by compounded VRSK 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…
10y analysis · Full analysis span regression · 6 months rolling