+54.3%
JD vs VRSN
+504.6%
-450.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | -1.7% | +0.1% | -1.7% | -1.7% |
| 30D | -13.2% | -0.2% | -13.0% | -13.2% |
| 3M | -3.2% | -0.3% | -2.9% | -3.6% |
| 6M | +15.2% | +23.0% | -7.8% | +3.3% |
| YTD | +2.0% | +21.3% | -19.4% | -8.6% |
| 1Y | -5.4% | +6.7% | -12.1% | -10.1% |
| 3Y | -9.1% | +45.0% | -54.1% | -27.4% |
| 5Y | -59.6% | +35.0% | -94.6% | -67.6% |
| 10Y | +26.2% | +276.3% | -250.1% | -41.3% |
| All | +54.3% | +504.6% | -450.2% | -42.0% |
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