+55.0%
JD vs VRSN
+533.0%
-478.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.1% |
| 7D | +7.9% | -0.8% | +8.7% | +8.3% |
| 30D | +4.8% | +0.7% | +4.1% | +4.4% |
| 3M | -13.9% | +4.1% | -18.1% | -15.8% |
| 6M | -5.8% | +6.7% | -12.5% | -9.4% |
| YTD | +2.4% | +27.1% | -24.7% | -10.3% |
| 1Y | -7.5% | +28.0% | -35.5% | -19.5% |
| 3Y | +20.9% | +52.6% | -31.7% | -5.8% |
| 5Y | -58.0% | +33.3% | -91.3% | -65.8% |
| 10Y | +28.9% | +279.5% | -250.6% | -40.0% |
| All | +55.0% | +533.0% | -478.1% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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