+108.8%
V vs JD
-60.4%
+169.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.8% | +5.2% | -4.4% | +0.2% |
| 30D | +9.9% | +4.5% | +5.4% | +9.4% |
| 3M | +17.5% | -15.4% | +32.9% | +19.4% |
| 6M | +33.5% | -6.0% | +39.5% | +34.0% |
| YTD | +21.6% | +2.2% | +19.4% | +20.7% |
| 1Y | +27.6% | -6.7% | +34.2% | +27.9% |
| 3Y | +76.4% | +20.5% | +55.9% | +66.7% |
| All | +108.8% | -60.4% | +169.2% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling