-61.8%
JD vs VRSK
-11.3%
-50.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -2.6% | -7.7% | +5.1% | -1.5% |
| 30D | -15.4% | -2.8% | -12.5% | -15.1% |
| 3M | -5.0% | -3.7% | -1.3% | -4.8% |
| 6M | +0.9% | -12.8% | +13.7% | +2.9% |
| YTD | -2.5% | -21.0% | +18.5% | +1.5% |
| 1Y | -16.0% | -32.5% | +16.4% | -9.3% |
| 3Y | -8.5% | -26.5% | +18.0% | -7.0% |
| 5Y | -61.8% | -11.5% | -50.3% | -65.9% |
| All | -61.8% | -11.3% | -50.5% | -65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling