+72.9%
JDVI vs SPY
+66.5%
+6.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | +1.3% | +0.5% | +0.7% | +0.9% |
| 30D | +1.4% | -0.9% | +2.4% | +2.1% |
| 3M | +7.3% | +3.9% | +3.4% | +4.2% |
| 6M | +12.8% | +14.5% | -1.7% | +2.1% |
| YTD | +17.5% | +12.9% | +4.5% | +7.3% |
| 1Y | +29.6% | +19.4% | +10.3% | +14.0% |
| All | +72.9% | +66.5% | +6.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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