+31.4%
JDVL vs SPY
+22.1%
+9.2%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | +0.7% | +0.5% | +0.1% | +0.2% |
| 30D | -1.1% | -0.9% | -0.2% | -0.3% |
| 3M | +5.2% | +3.9% | +1.3% | +1.4% |
| 6M | +16.6% | +14.5% | +2.1% | +2.6% |
| YTD | +19.2% | +12.9% | +6.3% | +6.4% |
| 1Y | +27.0% | +19.4% | +7.6% | +7.5% |
| All | +31.4% | +22.1% | +9.2% | +9.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling