+26.0%
V vs JD
-7.9%
+33.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.8% | +5.2% | -4.4% | +0.3% |
| 30D | +9.9% | +4.5% | +5.4% | +9.4% |
| 3M | +17.5% | -15.4% | +32.9% | +18.7% |
| 6M | +33.5% | -6.0% | +39.5% | +32.7% |
| YTD | +21.6% | +2.2% | +19.4% | +21.1% |
| All | +26.0% | -7.9% | +33.9% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling