-100.0%
JDST vs VOO
+468.3%
-568.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.3% |
| 7D | -1.8% | +0.1% | -1.9% | -1.4% |
| 30D | -33.8% | +0.1% | -33.8% | -33.4% |
| 3M | -41.4% | +2.0% | -43.4% | -38.0% |
| 6M | -22.4% | +13.0% | -35.4% | -3.4% |
| YTD | -59.9% | +13.6% | -73.5% | -49.4% |
| 1Y | -83.1% | +20.1% | -103.2% | -76.9% |
| 3Y | -98.3% | +77.6% | -175.8% | -95.9% |
| 5Y | -98.9% | +82.4% | -181.4% | -96.9% |
| 10Y | -100.0% | +316.8% | -416.8% | -100.0% |
| All | -100.0% | +468.3% | -568.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling