+59.0%
JD vs VRSN
+538.9%
-479.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.1% |
| 7D | +13.4% | +0.5% | +12.9% | +13.1% |
| 30D | +7.7% | +4.9% | +2.8% | +5.3% |
| 3M | -11.3% | +5.8% | -17.1% | -13.8% |
| 6M | -5.1% | +12.6% | -17.7% | -11.1% |
| YTD | +5.0% | +28.2% | -23.2% | -8.4% |
| 1Y | -5.6% | +30.4% | -36.1% | -18.5% |
| 3Y | +17.8% | +54.6% | -36.8% | -8.7% |
| 5Y | -57.2% | +35.1% | -92.2% | -65.3% |
| 10Y | +34.8% | +294.0% | -259.2% | -38.4% |
| All | +59.0% | +538.9% | -479.9% | -41.9% |
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