-99.0%
JDST vs VOO
+81.6%
-180.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -3.3% |
| 7D | -2.3% | -0.4% | -2.0% | -2.8% |
| 30D | -20.8% | -1.4% | -19.4% | -22.4% |
| 3M | -52.4% | +3.7% | -56.2% | -47.7% |
| 6M | -28.5% | +13.0% | -41.5% | -5.3% |
| YTD | -60.1% | +12.4% | -72.5% | -47.0% |
| 1Y | -82.0% | +18.6% | -100.6% | -73.6% |
| 3Y | -98.4% | +78.1% | -176.5% | -95.4% |
| 5Y | -99.0% | +82.3% | -181.3% | -96.2% |
| All | -99.0% | +81.6% | -180.6% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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