+51.2%
JD vs VRSK
+203.1%
-152.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.5% | 0.0% |
| 7D | -0.8% | -9.7% | +8.9% | +3.0% |
| 30D | -16.0% | -8.5% | -7.5% | -13.5% |
| 3M | -3.2% | -1.7% | -1.5% | -3.5% |
| 6M | +6.1% | -17.9% | +23.9% | +12.6% |
| YTD | -0.1% | -21.1% | +21.0% | +7.3% |
| 1Y | -12.7% | -35.1% | +22.4% | +1.7% |
| 3Y | -6.3% | -26.7% | +20.4% | -1.0% |
| 5Y | -61.3% | -12.0% | -49.3% | -64.0% |
| 10Y | +17.6% | +122.9% | -105.3% | -35.8% |
| All | +51.2% | +203.1% | -152.0% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling