+153.5%
FDX vs JD
+31.5%
+122.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.5% | 0.0% | +1.3% |
| 7D | +5.2% | -4.1% | +9.3% | +5.9% |
| 30D | +11.3% | +4.6% | +6.7% | +10.3% |
| 3M | -4.1% | -4.7% | +0.6% | -3.4% |
| 6M | +9.6% | -17.4% | +27.0% | +12.8% |
| YTD | +40.9% | +0.7% | +40.2% | +39.4% |
| 1Y | +53.0% | -5.9% | +58.9% | +53.1% |
| 3Y | +74.1% | +18.9% | +55.2% | +60.4% |
| 5Y | +75.1% | -62.9% | +138.0% | +91.6% |
| All | +153.5% | +31.5% | +122.1% | +99.9% |
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