+476.5%
V vs JD
+29.5%
+447.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.2% |
| 7D | -0.4% | -4.0% | +3.7% | +0.3% |
| 30D | +6.3% | +2.7% | +3.7% | +5.8% |
| 3M | +17.2% | -13.0% | +30.2% | +19.6% |
| 6M | +29.2% | -12.7% | +41.9% | +31.5% |
| YTD | +20.8% | -0.8% | +21.6% | +20.1% |
| 1Y | +25.0% | -8.9% | +33.9% | +26.0% |
| 3Y | +75.3% | +17.0% | +58.2% | +61.8% |
| 5Y | +105.8% | -63.5% | +169.3% | +125.6% |
| All | +476.5% | +29.5% | +447.0% | +322.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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